0.03Open0.13Pre Close5 Volume952 Open Interest105.00Strike Price15.00Turnover30.51%IV17.27%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0139Delta0.0056Gamma2985.33Leverage Ratio-0.0056Theta0.0006Rho41.49Eff Leverage0.0073Vega