0.15Open2.30Pre Close1 Volume16 Open Interest25.00Strike Price15.00Turnover38.62%IV13.19%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1378Delta0.0984Gamma148.13Leverage Ratio-0.0102Theta0.0020Rho20.42Eff Leverage0.0128Vega