0.40Open1.02Pre Close12 Volume25 Open Interest100.00Strike Price553.00Turnover30.48%IV3.05%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.2773Delta0.0865Gamma150.05Leverage Ratio-0.1104Theta0.0045Rho41.60Eff Leverage0.0426Vega