0.05Open0.30Pre Close3 Volume38 Open Interest26.00Strike Price15.00Turnover57.90%IV15.69%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0391Delta0.0277Gamma615.60Leverage Ratio-0.0114Theta-0.0003Rho-24.10Eff Leverage0.0045Vega