0.75Open0.64Pre Close7 Volume207 Open Interest25.00Strike Price551.00Turnover43.76%IV0.66%PremiumDec 20, 2024Expiry Date0.63Intrinsic Value100Multiplier4DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.6884Delta0.2995Gamma28.67Leverage Ratio-0.0465Theta-0.0019Rho-19.74Eff Leverage0.0096Vega