0.50Open0.55Pre Close11 Volume81 Open Interest77.00Strike Price565.00Turnover16.17%IV2.17%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.3703Delta0.1513Gamma121.60Leverage Ratio-0.0350Theta0.0114Rho45.03Eff Leverage0.0583Vega