0.05Open0.08Pre Close32 Volume139 Open Interest805.00Strike Price557.00Turnover82.69%IV4.31%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0206Delta0.0030Gamma6729.40Leverage Ratio-1.8299Theta-0.0001Rho-138.49Eff Leverage0.0098Vega