0.15Open0.45Pre Close1 Volume21 Open Interest70.00Strike Price15.00Turnover42.52%IV8.34%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0904Delta0.0445Gamma431.67Leverage Ratio-0.0450Theta0.0010Rho39.02Eff Leverage0.0140Vega