0.31Open0.37Pre Close52 Volume136 Open Interest197.50Strike Price566.00Turnover34.41%IV3.09%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0647Delta0.0337Gamma1825.33Leverage Ratio-0.1050Theta0.0004Rho118.02Eff Leverage0.0138Vega