0.05Open0.10Pre Close3 Volume169 Open Interest85.00Strike Price15.00Turnover61.50%IV25.53%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0096Delta0.0017Gamma2281.40Leverage Ratio-0.0108Theta-0.0004Rho-21.84Eff Leverage0.0062Vega