0.07Open0.14Pre Close78 Volume639 Open Interest30.00Strike Price561.00Turnover53.59%IV7.57%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0895Delta0.0858Gamma404.63Leverage Ratio-0.0332Theta-0.0003Rho-36.21Eff Leverage0.0057Vega