0.27Open0.30Pre Close807 Volume2.26K Open Interest72.00Strike Price15.10KTurnover26.52%IV0.70%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.3973Delta0.4411Gamma292.90Leverage Ratio-0.2275Theta0.0006Rho116.36Eff Leverage0.0127Vega