0.03Open0.03Pre Close5 Volume1.24K Open Interest3.00Strike Price15.00Turnover42.37%IV11.40%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1975Delta0.9684Gamma90.67Leverage Ratio-0.0018Theta0.0003Rho17.91Eff Leverage0.0019Vega