0.30Open0.10Pre Close109 Volume26 Open Interest17.50Strike Price9.54KTurnover91.79%IV3.16%PremiumJan 17, 2025Expiry Date0.55Intrinsic Value100Multiplier6DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type0.6279Delta0.1769Gamma15.70Leverage Ratio-0.0705Theta0.0017Rho9.86Eff Leverage0.0088Vega