0.50Open0.55Pre Close10 Volume1.42K Open Interest14.00Strike Price566.00Turnover42.80%IV4.17%PremiumNov 15, 2024Expiry Date0.09Intrinsic Value100Multiplier21DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type-0.4963Delta0.2809Gamma23.18Leverage Ratio-0.0129Theta-0.0038Rho-11.51Eff Leverage0.0133Vega