0.35Open0.38Pre Close14 Volume503 Open Interest6.00Strike Price553.00Turnover79.00%IV0.94%PremiumDec 6, 2024Expiry Date0.39Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8507Delta0.6156Gamma15.04Leverage Ratio-0.0212Theta0.0003Rho12.79Eff Leverage0.0011Vega