0.33Open0.48Pre Close13 Volume628 Open Interest2.50Strike Price562.00Turnover160.79%IV0.48%PremiumSep 27, 2024Expiry Date0.42Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.8852Delta0.6494Gamma4.78Leverage Ratio-0.0088Theta-0.0002Rho-4.23Eff Leverage0.0004Vega