0.24Open0.24Pre Close22 Volume28 Open Interest38.50Strike Price559.00Turnover25.35%IV0.70%PremiumDec 6, 2024Expiry Date0.08Intrinsic Value100Multiplier2DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.5341Delta0.5333Gamma113.00Leverage Ratio-0.0774Theta-0.0011Rho-60.36Eff Leverage0.0117Vega