0.15Open0.20Pre Close37 Volume138 Open Interest103.00Strike Price552.00Turnover31.83%IV3.02%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1219Delta0.0747Gamma642.73Leverage Ratio-0.1075Theta-0.0008Rho-78.38Eff Leverage0.0172Vega