0.30Open0.35Pre Close14 Volume371 Open Interest30.00Strike Price557.00Turnover46.73%IV3.38%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type-0.3783Delta0.2071Gamma60.98Leverage Ratio-0.0586Theta-0.0019Rho-23.07Eff Leverage0.0150Vega