0.55Open0.35Pre Close24 Volume237 Open Interest65.00Strike Price558.00Turnover46.73%IV5.28%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1227Delta0.0808Gamma412.87Leverage Ratio-0.0875Theta0.0006Rho50.66Eff Leverage0.0109Vega