0.15Open0.35Pre Close1 Volume23 Open Interest70.00Strike Price15.00Turnover66.14%IV22.00%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0546Delta0.0164Gamma383.33Leverage Ratio-0.0314Theta0.0009Rho20.95Eff Leverage0.0113Vega