0.80Open0.48Pre Close8 Volume59 Open Interest90.00Strike Price553.00Turnover31.56%IV0.65%PremiumDec 13, 2024Expiry Date0.13Intrinsic Value100Multiplier1DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type0.5463Delta0.3139Gamma156.75Leverage Ratio-0.3629Theta0.0010Rho85.62Eff Leverage0.0158Vega