0.35Open0.38Pre Close14 Volume503 Open Interest6.00Strike Price553.00Turnover77.94%IV1.02%PremiumDec 6, 2024Expiry Date0.39Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.8547Delta0.6128Gamma14.19Leverage Ratio-0.0204Theta0.0003Rho12.13Eff Leverage0.0011Vega