0.15Open0.70Pre Close1 Volume1.98K Open Interest110.00Strike Price15.00Turnover113.59%IV34.21%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0324Delta0.0058Gamma547.13Leverage Ratio-0.0619Theta0.0004Rho17.72Eff Leverage0.0080Vega