0.14Open0.12Pre Close116 Volume138 Open Interest35.50Strike Price556.00Turnover32.07%IV3.62%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0937Delta0.1648Gamma817.56Leverage Ratio-0.0282Theta-0.0002Rho-76.63Eff Leverage0.0053Vega