0.15Open0.20Pre Close1 Volume588 Open Interest17.50Strike Price15.00Turnover22.93%IV2.26%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3943Delta0.5243Gamma86.30Leverage Ratio-0.0122Theta0.0023Rho34.03Eff Leverage0.0123Vega