0.05Open0.11Pre Close3 Volume26 Open Interest170.00Strike Price15.00Turnover78.45%IV6.94%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0536Delta0.0132Gamma961.16Leverage Ratio-0.1899Theta-0.0003Rho-51.50Eff Leverage0.0115Vega