0.30Open0.35Pre Close14 Volume371 Open Interest30.00Strike Price557.00Turnover49.30%IV3.38%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type-0.3786Delta0.2073Gamma60.98Leverage Ratio-0.0658Theta-0.0017Rho-23.08Eff Leverage0.0142Vega