0.03Open0.05Pre Close5 Volume218 Open Interest45.00Strike Price15.00Turnover61.80%IV19.70%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0246Delta0.0173Gamma1254.00Leverage Ratio-0.0115Theta0.0002Rho30.84Eff Leverage0.0031Vega