0.45Open0.75Pre Close12 Volume52 Open Interest38.00Strike Price551.00Turnover24.08%IV0.79%PremiumOct 25, 2024Expiry Date0.16Intrinsic Value100Multiplier3DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.5828Delta0.4373Gamma84.80Leverage Ratio-0.0574Theta0.0021Rho49.42Eff Leverage0.0145Vega