0.15Open0.05Pre Close1 Volume708 Open Interest70.00Strike Price15.00Turnover38.75%IV7.77%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0837Delta0.0462Gamma520.72Leverage Ratio-0.0389Theta0.0009Rho43.60Eff Leverage0.0132Vega