0.60Open0.55Pre Close9 Volume56 Open Interest75.00Strike Price559.00Turnover15.01%IV1.30%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.61Extrinsic Value100Contract SizeAmericanOptions Type-0.4017Delta0.1969Gamma131.08Leverage Ratio-0.0318Theta-0.0081Rho-52.66Eff Leverage0.0509Vega