0.15Open0.25Pre Close1 Volume4.84K Open Interest37.50Strike Price15.00Turnover59.34%IV10.88%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0682Delta0.0407Gamma419.10Leverage Ratio-0.0325Theta-0.0005Rho-28.57Eff Leverage0.0072Vega