0.66Open0.57Pre Close8 Volume850 Open Interest57.00Strike Price553.00Turnover25.33%IV0.14%PremiumOct 18, 2024Expiry Date0.77Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.8081Delta0.3574Gamma68.99Leverage Ratio-0.0750Theta-0.0012Rho-55.76Eff Leverage0.0083Vega