0.15Open0.07Pre Close1 Volume106 Open Interest90.00Strike Price15.00Turnover43.71%IV9.66%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0705Delta0.0275Gamma548.07Leverage Ratio-0.0466Theta0.0011Rho38.66Eff Leverage0.0152Vega