0.05Open0.05Pre Close3 Volume1.05K Open Interest120.00Strike Price15.00Turnover84.82%IV20.93%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0166Delta0.0048Gamma1985.40Leverage Ratio-0.0350Theta0.0002Rho32.93Eff Leverage0.0042Vega