5.66Open4.50Pre Close1 Volume20 Open Interest550.00Strike Price566.00Turnover17.95%IV3.13%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry5.66Extrinsic Value100Contract SizeAmericanOptions Type0.3547Delta0.0153Gamma94.52Leverage Ratio-0.2196Theta0.1175Rho33.53Eff Leverage0.5046Vega