0.22Open0.20Pre Close22 Volume415 Open Interest31.00Strike Price557.00Turnover44.59%IV2.66%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.3289Delta0.2542Gamma100.25Leverage Ratio-0.0721Theta-0.0010Rho-32.97Eff Leverage0.0115Vega