0.06Open0.29Pre Close109 Volume23 Open Interest175.00Strike Price561.00Turnover67.20%IV17.33%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0137Delta0.0033Gamma2983.80Leverage Ratio-0.0343Theta0.0002Rho40.90Eff Leverage0.0055Vega