0.15Open0.53Pre Close1 Volume60 Open Interest80.50Strike Price15.00Turnover22.37%IV0.35%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1913Delta0.5733Gamma554.28Leverage Ratio-0.2550Theta0.0001Rho106.04Eff Leverage0.0058Vega