0.03Open0.03Pre Close5 Volume4.29K Open Interest5.00Strike Price15.00Turnover321.09%IV68.79%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0775Delta0.1493Gamma99.33Leverage Ratio-0.0165Theta0.0000Rho7.70Eff Leverage0.0004Vega