0.11Open0.10Pre Close51 Volume3.04K Open Interest50.00Strike Price556.00Turnover26.70%IV7.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0781Delta0.0674Gamma621.47Leverage Ratio-0.0144Theta0.0011Rho48.55Eff Leverage0.0118Vega