0.20Open0.26Pre Close30 Volume141 Open Interest4.50Strike Price556.00Turnover101.17%IV3.25%PremiumJan 10, 2025Expiry Date0.11Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.6597Delta1.2415Gamma25.61Leverage Ratio-0.0452Theta0.0001Rho16.90Eff Leverage0.0011Vega