0.04Open0.04Pre Close5 Volume377 Open Interest12.50Strike Price15.00Turnover150.57%IV19.24%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0472Delta0.0928Gamma525.00Leverage Ratio-0.0194Theta0.0000Rho24.79Eff Leverage0.0007Vega