0.66Open0.57Pre Close8 Volume850 Open Interest57.00Strike Price553.00Turnover26.56%IV0.08%PremiumOct 18, 2024Expiry Date0.81Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.7971Delta0.3527Gamma67.30Leverage Ratio-0.0850Theta-0.0011Rho-53.64Eff Leverage0.0086Vega