0.41Open0.67Pre Close11 Volume496 Open Interest25.50Strike Price553.00Turnover55.68%IV0.64%PremiumDec 6, 2024Expiry Date0.25Intrinsic Value100Multiplier1DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.6394Delta0.4644Gamma57.85Leverage Ratio-0.1768Theta0.0005Rho36.99Eff Leverage0.0054Vega