0.05Open0.35Pre Close3 Volume819 Open Interest19.00Strike Price15.00Turnover77.74%IV6.42%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1182Delta0.2247Gamma358.00Leverage Ratio-0.0472Theta0.0001Rho42.32Eff Leverage0.0022Vega