0.30Open0.35Pre Close2 Volume107 Open Interest65.00Strike Price54.00Turnover27.42%IV3.54%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.1775Delta0.1016Gamma268.56Leverage Ratio-0.0464Theta-0.0022Rho-47.67Eff Leverage0.0243Vega