0.40Open1.02Pre Close12 Volume25 Open Interest100.00Strike Price553.00Turnover31.26%IV3.05%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.2771Delta0.0864Gamma150.05Leverage Ratio-0.1159Theta0.0043Rho41.58Eff Leverage0.0415Vega