0.08Open0.13Pre Close77 Volume674 Open Interest42.50Strike Price559.00Turnover43.56%IV4.70%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1304Delta0.1297Gamma387.24Leverage Ratio-0.0535Theta0.0004Rho50.51Eff Leverage0.0080Vega