0.35Open0.35Pre Close12 Volume146 Open Interest14.50Strike Price553.00Turnover39.83%IV0.63%PremiumDec 6, 2024Expiry Date0.32Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.7124Delta0.6360Gamma34.59Leverage Ratio-0.0280Theta-0.0008Rho-24.64Eff Leverage0.0046Vega