0.03Open0.05Pre Close5 Volume115 Open Interest35.00Strike Price15.00Turnover72.88%IV10.00%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0435Delta0.0537Gamma1061.50Leverage Ratio-0.0271Theta0.0001Rho46.22Eff Leverage0.0022Vega