3.35Open3.49Pre Close2.44K Volume176 Open Interest68.50Strike Price557.58KTurnover77.03%IV3.17%PremiumAug 30, 2024Expiry Date0.21Intrinsic Value100Multiplier4DDays to Expiry2.18Extrinsic Value100Contract SizeAmericanOptions Type0.5176Delta0.0719Gamma29.18Leverage Ratio-0.2983Theta0.0037Rho15.10Eff Leverage0.0287Vega