0.05Open0.21Pre Close3 Volume3 Open Interest37.00Strike Price15.00Turnover8.60%IV0.93%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2342Delta0.8356Gamma734.20Leverage Ratio-0.0125Theta0.0012Rho171.96Eff Leverage0.0131Vega