0.05Open0.15Pre Close3 Volume656 Open Interest2.50Strike Price15.00Turnover114.37%IV38.96%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1894Delta0.4934Gamma36.70Leverage Ratio-0.0030Theta0.0002Rho6.95Eff Leverage0.0013Vega