11.90Open8.70Pre Close356 Volume534 Open Interest265.00Strike Price554.25KTurnover85.00%IV0.70%PremiumDec 27, 2024Expiry Date14.62Intrinsic Value100Multiplier1DDays to Expiry1.95Extrinsic Value100Contract SizeAmericanOptions Type0.8366Delta0.0156Gamma17.39Leverage Ratio-1.1794Theta0.0097Rho14.55Eff Leverage0.0459Vega