0.01Open0.06Pre Close561 Volume3.08K Open Interest93.50Strike Price561.00Turnover41.71%IV1.80%PremiumOct 28, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0297Delta0.0774Gamma9186.00Leverage Ratio-0.1455Theta0.0000Rho273.20Eff Leverage0.0014Vega