0.03Open0.16Pre Close4 Volume700 Open Interest6.90Strike Price15.00Turnover358.16%IV36.86%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0315Delta0.0240Gamma271.63Leverage Ratio-0.0355Theta0.0000Rho-8.56Eff Leverage0.0006Vega