0.05Open0.20Pre Close3 Volume945 Open Interest155.00Strike Price15.00Turnover18.92%IV9.75%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0218Delta0.0083Gamma2825.40Leverage Ratio-0.0081Theta0.0017Rho61.70Eff Leverage0.0173Vega