2.77Open3.17Pre Close2 Volume145 Open Interest39.50Strike Price554.00Turnover34.50%IV0.78%PremiumNov 22, 2024Expiry Date2.48Intrinsic Value100Multiplier3DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.9766Delta0.0638Gamma14.90Leverage Ratio-0.0048Theta-0.0015Rho-14.55Eff Leverage0.0020Vega