0.05Open0.03Pre Close3 Volume746 Open Interest2.00Strike Price15.00Turnover93.58%IV13.26%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2962Delta1.1925Gamma36.20Leverage Ratio-0.0048Theta0.0001Rho10.72Eff Leverage0.0011Vega