0.05Open0.15Pre Close3 Volume4 Open Interest34.59Strike Price15.00Turnover55.84%IV32.52%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0347Delta0.0200Gamma522.80Leverage Ratio-0.0058Theta0.0006Rho18.16Eff Leverage0.0053Vega