0.05Open0.30Pre Close3 Volume4 Open Interest7.50Strike Price15.00Turnover54.63%IV9.10%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1727Delta0.4568Gamma138.40Leverage Ratio-0.0091Theta0.0003Rho23.91Eff Leverage0.0026Vega