0.64Open0.70Pre Close11 Volume1.07K Open Interest13.00Strike Price564.00Turnover43.49%IV0.97%PremiumDec 20, 2024Expiry Date0.35Intrinsic Value100Multiplier5DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.7015Delta0.4783Gamma26.70Leverage Ratio-0.0239Theta0.0014Rho18.73Eff Leverage0.0058Vega