0.05Open1.40Pre Close166 Volume680 Open Interest30.00Strike Price559.00Turnover77.72%IV16.18%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0103Delta0.0099Gamma3578.00Leverage Ratio-0.0075Theta0.0000Rho-36.95Eff Leverage0.0010Vega