0.41Open0.67Pre Close11 Volume496 Open Interest25.50Strike Price553.00Turnover52.28%IV0.60%PremiumDec 6, 2024Expiry Date0.26Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.6242Delta0.5110Gamma58.53Leverage Ratio-0.1775Theta0.0005Rho36.54Eff Leverage0.0054Vega