0.03Open0.02Pre Close426 Volume8.15K Open Interest6.00Strike Price552.00Turnover107.99%IV9.06%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0956Delta0.4944Gamma368.00Leverage Ratio-0.0150Theta0.0000Rho35.17Eff Leverage0.0005Vega