0.15Open0.60Pre Close1 Volume32 Open Interest41.00Strike Price15.00Turnover44.58%IV16.70%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0900Delta0.0433Gamma235.07Leverage Ratio-0.0148Theta0.0017Rho21.15Eff Leverage0.0137Vega