0.10Open0.12Pre Close64 Volume262 Open Interest22.00Strike Price557.00Turnover85.03%IV5.90%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1693Delta0.2226Gamma208.50Leverage Ratio-0.0882Theta0.0001Rho35.31Eff Leverage0.0034Vega