0.26Open0.27Pre Close19 Volume111 Open Interest17.00Strike Price558.00Turnover31.78%IV0.70%PremiumDec 27, 2024Expiry Date0.22Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.6743Delta0.6890Gamma50.65Leverage Ratio-0.0316Theta0.0010Rho34.15Eff Leverage0.0059Vega