0.07Open0.06Pre Close68 Volume514 Open Interest55.00Strike Price564.00Turnover91.79%IV10.83%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0574Delta0.0368Gamma662.53Leverage Ratio-0.0706Theta0.0001Rho38.03Eff Leverage0.0039Vega