0.15Open0.10Pre Close1 Volume517 Open Interest55.00Strike Price15.00Turnover39.01%IV17.19%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0645Delta0.0273Gamma376.48Leverage Ratio-0.0127Theta0.0018Rho24.30Eff Leverage0.0149Vega