0.03Open0.05Pre Close5 Volume2.33K Open Interest22.50Strike Price15.00Turnover55.31%IV20.48%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0403Delta0.0455Gamma623.33Leverage Ratio-0.0064Theta0.0002Rho25.14Eff Leverage0.0030Vega