3.90Open2.30Pre Close1.32K Volume1.42K Open Interest610.00Strike Price558.57KTurnover791.21%IV0.29%PremiumNov 29, 2024Expiry Date0.20Intrinsic Value100Multiplier-1DDays to Expiry1.77Extrinsic Value100Contract SizeAmericanOptions Type0.5571Delta0.1325Gamma431.24Leverage Ratio-4344.1914Theta0.0000Rho240.22Eff Leverage0.0015Vega