0.30Open0.10Pre Close109 Volume26 Open Interest17.50Strike Price9.54KTurnover100.30%IV3.16%PremiumJan 17, 2025Expiry Date0.55Intrinsic Value100Multiplier5DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type0.6275Delta0.1767Gamma15.70Leverage Ratio-0.0846Theta0.0014Rho9.85Eff Leverage0.0081Vega