0.45Open0.50Pre Close11 Volume181 Open Interest67.50Strike Price564.00Turnover27.64%IV7.31%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type0.2153Delta0.0661Gamma120.95Leverage Ratio-0.0296Theta0.0083Rho26.04Eff Leverage0.0468Vega