0.16Open0.19Pre Close42 Volume714 Open Interest24.00Strike Price561.00Turnover35.90%IV2.77%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.2193Delta0.4583Gamma293.25Leverage Ratio-0.0465Theta0.0003Rho64.32Eff Leverage0.0053Vega