5.57Open6.80Pre Close1 Volume749 Open Interest55.00Strike Price557.00Turnover55.93%IV1.63%PremiumDec 20, 2024Expiry Date4.75Intrinsic Value100Multiplier25DDays to Expiry0.82Extrinsic Value100Contract SizeAmericanOptions Type-0.7029Delta0.0479Gamma8.52Leverage Ratio-0.0472Theta-0.0230Rho-5.99Eff Leverage0.0454Vega