0.40Open0.73Pre Close14 Volume132 Open Interest101.00Strike Price551.00Turnover36.81%IV4.13%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.1544Delta0.0685Gamma353.82Leverage Ratio-0.1198Theta0.0014Rho54.64Eff Leverage0.0224Vega