0.60Open0.60Pre Close7 Volume0 Open Interest16.50Strike Price551.00Turnover116.12%IV5.55%PremiumAug 9, 2024Expiry Date0.09Intrinsic Value100Multiplier3DDays to Expiry0.91Extrinsic Value100Contract SizeAmericanOptions Type-0.5783Delta0.2140Gamma16.41Leverage Ratio-0.1078Theta-0.0009Rho-9.49Eff Leverage0.0062Vega