0.66Open0.57Pre Close8 Volume850 Open Interest57.00Strike Price553.00Turnover24.80%IV0.69%PremiumOct 18, 2024Expiry Date0.46Intrinsic Value100Multiplier1DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.7338Delta0.4589Gamma99.19Leverage Ratio-0.1203Theta-0.0010Rho-72.79Eff Leverage0.0095Vega