0.05Open0.05Pre Close3 Volume1.63K Open Interest110.00Strike Price15.00Turnover107.87%IV28.37%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0152Delta0.0040Gamma1714.60Leverage Ratio-0.0350Theta0.0001Rho26.05Eff Leverage0.0034Vega