0.15Open0.21Pre Close1 Volume785 Open Interest75.00Strike Price15.00Turnover61.13%IV23.42%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1022Delta0.0192Gamma143.27Leverage Ratio-0.0367Theta0.0036Rho14.64Eff Leverage0.0271Vega