0.06Open4.64Pre Close60 Volume195 Open Interest92.00Strike Price561.00Turnover49.51%IV6.39%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0880Delta0.0411Gamma558.19Leverage Ratio-0.0931Theta0.0006Rho49.11Eff Leverage0.0125Vega