0.01Open0.03Pre Close6 Volume5.65K Open Interest7.50Strike Price15.00Turnover177.36%IV115.76%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0556Delta0.0761Gamma116.33Leverage Ratio-0.0039Theta0.0001Rho6.47Eff Leverage0.0009Vega