0.05Open0.05Pre Close3 Volume32 Open Interest175.00Strike Price15.00Turnover51.89%IV35.02%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0096Delta0.0016Gamma2593.00Leverage Ratio-0.0095Theta0.0007Rho24.88Eff Leverage0.0080Vega