0.03Open0.06Pre Close5 Volume4.12K Open Interest6.00Strike Price15.00Turnover160.33%IV35.51%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0807Delta0.1691Gamma148.33Leverage Ratio-0.0111Theta0.0001Rho11.97Eff Leverage0.0008Vega