0.76Open0.37Pre Close11 Volume78 Open Interest555.00Strike Price559.00Turnover33.97%IV6.03%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.0379Delta0.0040Gamma1844.38Leverage Ratio-0.1840Theta-0.0022Rho-69.87Eff Leverage0.0505Vega