0.15Open0.22Pre Close1 Volume96 Open Interest66.00Strike Price15.00Turnover15.06%IV5.02%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1277Delta0.0874Gamma419.93Leverage Ratio-0.0116Theta0.0050Rho53.64Eff Leverage0.0331Vega