0.01Open0.03Pre Close15 Volume123 Open Interest13.00Strike Price15.00Turnover66.10%IV7.34%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0485Delta0.1995Gamma1212.00Leverage Ratio-0.0099Theta0.0000Rho58.73Eff Leverage0.0008Vega