0.80Open1.09Pre Close6 Volume237 Open Interest50.00Strike Price555.00Turnover26.55%IV1.07%PremiumSep 20, 2024Expiry Date0.42Intrinsic Value100Multiplier7DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type-0.5732Delta0.2119Gamma52.19Leverage Ratio-0.0482Theta-0.0051Rho-29.92Eff Leverage0.0275Vega