0.03Open0.05Pre Close5 Volume2.41K Open Interest22.50Strike Price15.00Turnover32.05%IV10.39%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0584Delta0.0952Gamma680.33Leverage Ratio-0.0055Theta0.0004Rho39.75Eff Leverage0.0045Vega