0.05Open0.05Pre Close3 Volume10 Open Interest11.00Strike Price15.00Turnover39.53%IV5.52%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1526Delta0.3838Gamma231.80Leverage Ratio-0.0108Theta-0.0003Rho-35.38Eff Leverage0.0037Vega