0.15Open0.15Pre Close1 Volume146 Open Interest16.00Strike Price15.00Turnover28.72%IV2.80%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3886Delta0.4516Gamma69.82Leverage Ratio-0.0135Theta0.0021Rho27.13Eff Leverage0.0113Vega