0.20Open0.16Pre Close23 Volume712 Open Interest345.00Strike Price563.00Turnover50.79%IV8.50%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.0333Delta0.0042Gamma1603.43Leverage Ratio-0.1652Theta-0.0010Rho-53.35Eff Leverage0.0258Vega