0.06Open0.06Pre Close64 Volume1 Open Interest5.50Strike Price561.00Turnover125.70%IV11.04%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.2029Delta0.3601Gamma63.89Leverage Ratio-0.0293Theta-0.0001Rho-12.97Eff Leverage0.0018Vega