0.20Open0.26Pre Close30 Volume141 Open Interest4.50Strike Price556.00Turnover91.01%IV1.82%PremiumJan 10, 2025Expiry Date0.18Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.7512Delta0.9938Gamma20.78Leverage Ratio-0.0272Theta0.0002Rho15.61Eff Leverage0.0011Vega