0.05Open0.15Pre Close3 Volume288 Open Interest34.00Strike Price15.00Turnover106.86%IV2.51%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1364Delta0.2992Gamma664.30Leverage Ratio-0.5121Theta0.0000Rho90.62Eff Leverage0.0015Vega