0.05Open0.20Pre Close3 Volume373 Open Interest70.00Strike Price15.00Turnover47.30%IV29.03%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0215Delta0.0079Gamma1085.80Leverage Ratio-0.0070Theta0.0007Rho23.31Eff Leverage0.0071Vega