0.03Open4.63Pre Close5 Volume6 Open Interest96.00Strike Price15.00Turnover35.46%IV17.12%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0091Delta0.0026Gamma3860.00Leverage Ratio-0.0056Theta-0.0005Rho-35.30Eff Leverage0.0066Vega