0.03Open0.03Pre Close5 Volume100 Open Interest44.50Strike Price15.00Turnover100.71%IV9.24%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0299Delta0.0266Gamma1633.33Leverage Ratio-0.0831Theta0.0000Rho-48.82Eff Leverage0.0017Vega