0.09Open0.10Pre Close63 Volume6.67K Open Interest20.00Strike Price557.00Turnover50.88%IV22.17%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0691Delta0.0643Gamma218.93Leverage Ratio-0.0062Theta0.0007Rho15.12Eff Leverage0.0054Vega