2.82Open3.95Pre Close2 Volume24 Open Interest175.00Strike Price564.00Turnover24.80%IV3.22%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry2.82Extrinsic Value100Contract SizeAmericanOptions Type-0.3666Delta0.0354Gamma64.11Leverage Ratio-0.0877Theta-0.0349Rho-23.50Eff Leverage0.1620Vega