0.07Open0.14Pre Close78 Volume639 Open Interest30.00Strike Price561.00Turnover52.37%IV7.57%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0860Delta0.0847Gamma431.60Leverage Ratio-0.0312Theta-0.0003Rho-37.13Eff Leverage0.0056Vega