9.49Open8.60Pre Close57 Volume58 Open Interest9.00Strike Price54.09KTurnover266.96%IV0.27%PremiumJan 17, 2025Expiry Date9.44Intrinsic Value100Multiplier12DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9563Delta0.0102Gamma1.91Leverage Ratio-0.0341Theta0.0027Rho1.83Eff Leverage0.0031Vega