0.50Open0.55Pre Close11 Volume81 Open Interest77.00Strike Price565.00Turnover17.36%IV2.16%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.3823Delta0.1426Gamma108.59Leverage Ratio-0.0379Theta0.0117Rho41.51Eff Leverage0.0588Vega