0.66Open0.57Pre Close8 Volume850 Open Interest57.00Strike Price553.00Turnover24.52%IV0.34%PremiumOct 18, 2024Expiry Date0.66Intrinsic Value100Multiplier1DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.8026Delta0.3773Gamma77.18Leverage Ratio-0.0750Theta-0.0011Rho-61.94Eff Leverage0.0084Vega