0.05Open0.10Pre Close3 Volume218 Open Interest155.00Strike Price15.00Turnover42.53%IV13.72%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0160Delta0.0031Gamma2394.67Leverage Ratio-0.0228Theta-0.0007Rho-38.42Eff Leverage0.0120Vega