9.49Open8.60Pre Close57 Volume58 Open Interest9.00Strike Price54.09KTurnover252.95%IV0.27%PremiumJan 17, 2025Expiry Date9.44Intrinsic Value100Multiplier14DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9565Delta0.0102Gamma1.91Leverage Ratio-0.0307Theta0.0030Rho1.83Eff Leverage0.0033Vega