0.15Open0.10Pre Close111 Volume193 Open Interest22.00Strike Price561.00Turnover6.04%IV1.61%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2486Delta0.9308Gamma434.00Leverage Ratio-0.0028Theta0.0036Rho107.91Eff Leverage0.0178Vega