0.11Open0.07Pre Close46 Volume2.04K Open Interest44.00Strike Price558.00Turnover17.14%IV0.51%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.4408Delta0.8895Gamma325.22Leverage Ratio-0.0953Theta0.0007Rho143.35Eff Leverage0.0102Vega