0.30Open0.31Pre Close27 Volume534 Open Interest170.00Strike Price564.00Turnover30.16%IV3.56%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0924Delta0.0403Gamma939.14Leverage Ratio-0.1204Theta0.0010Rho86.74Eff Leverage0.0225Vega