0.15Open0.05Pre Close57 Volume359 Open Interest6.50Strike Price556.00Turnover128.79%IV4.96%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.2684Delta0.8734Gamma104.17Leverage Ratio-0.0789Theta0.0000Rho27.96Eff Leverage0.0010Vega