0.35Open0.38Pre Close14 Volume503 Open Interest6.00Strike Price553.00Turnover96.76%IV1.18%PremiumDec 6, 2024Expiry Date0.38Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.8070Delta0.5907Gamma15.00Leverage Ratio-0.0320Theta0.0003Rho12.10Eff Leverage0.0013Vega