0.66Open0.77Pre Close10 Volume366 Open Interest82.50Strike Price557.00Turnover36.66%IV2.34%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type-0.3189Delta0.1206Gamma134.08Leverage Ratio-0.1633Theta-0.0024Rho-42.76Eff Leverage0.0289Vega