0.15Open0.35Pre Close1 Volume224 Open Interest130.00Strike Price15.00Turnover28.55%IV5.76%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0746Delta0.0309Gamma820.40Leverage Ratio-0.0503Theta0.0015Rho61.19Eff Leverage0.0225Vega