2.78Open3.37Pre Close2 Volume1.18K Open Interest55.00Strike Price556.00Turnover25.70%IV1.27%PremiumJan 17, 2025Expiry Date2.11Intrinsic Value100Multiplier12DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type-0.7858Delta0.1220Gamma22.51Leverage Ratio-0.0255Theta-0.0111Rho-17.69Eff Leverage0.0282Vega