0.05Open0.10Pre Close3 Volume164 Open Interest35.00Strike Price15.00Turnover19.81%IV7.86%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0737Delta0.0902Gamma649.90Leverage Ratio-0.0053Theta0.0014Rho47.89Eff Leverage0.0109Vega