0.85Open1.80Pre Close7 Volume172 Open Interest310.00Strike Price561.00Turnover26.24%IV11.74%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier30DDays to Expiry0.79Extrinsic Value100Contract SizeAmericanOptions Type0.0896Delta0.0077Gamma327.22Leverage Ratio-0.0583Theta0.0201Rho29.33Eff Leverage0.1302Vega