0.05Open0.03Pre Close3 Volume158 Open Interest51.00Strike Price15.00Turnover32.28%IV7.41%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0574Delta0.0555Gamma950.60Leverage Ratio-0.0170Theta0.0005Rho54.56Eff Leverage0.0074Vega