1.40Open1.15Pre Close4 Volume77 Open Interest37.00Strike Price563.00Turnover19.43%IV1.48%PremiumSep 20, 2024Expiry Date0.87Intrinsic Value100Multiplier29DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.6998Delta0.1668Gamma26.48Leverage Ratio-0.0160Theta0.0201Rho18.53Eff Leverage0.0373Vega