0.41Open0.67Pre Close11 Volume496 Open Interest25.50Strike Price553.00Turnover52.80%IV0.74%PremiumDec 6, 2024Expiry Date0.22Intrinsic Value100Multiplier1DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.6662Delta0.4626Gamma58.45Leverage Ratio-0.1506Theta0.0006Rho38.94Eff Leverage0.0054Vega