0.10Open0.14Pre Close30 Volume1.17K Open Interest8.50Strike Price556.00Turnover52.29%IV2.85%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.4527Delta0.8758Gamma56.20Leverage Ratio-0.0255Theta0.0004Rho25.44Eff Leverage0.0034Vega