0.80Open2.01Pre Close7 Volume8 Open Interest37.50Strike Price551.00Turnover32.64%IV0.14%PremiumDec 6, 2024Expiry Date0.71Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.7455Delta0.3135Gamma43.03Leverage Ratio-0.0615Theta-0.0018Rho-32.08Eff Leverage0.0101Vega