0.77Open0.67Pre Close7 Volume117 Open Interest5.00Strike Price557.00Turnover154.15%IV2.10%PremiumSep 20, 2024Expiry Date0.71Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.9192Delta0.3334Gamma5.92Leverage Ratio-0.0140Theta-0.0002Rho-5.44Eff Leverage0.0004Vega