0.40Open1.02Pre Close12 Volume25 Open Interest100.00Strike Price553.00Turnover33.54%IV3.05%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.2768Delta0.0862Gamma150.05Leverage Ratio-0.1331Theta0.0037Rho41.53Eff Leverage0.0388Vega