0.03Open0.06Pre Close5 Volume51 Open Interest65.00Strike Price15.00Turnover86.23%IV9.29%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0225Delta0.0152Gamma2387.33Leverage Ratio-0.0300Theta-0.0001Rho-53.77Eff Leverage0.0022Vega