20.56Open21.35Pre Close246 Volume251 Open Interest255.00Strike Price562.31KTurnover171.02%IV3.04%PremiumNov 29, 2024Expiry Date15.19Intrinsic Value100Multiplier2DDays to Expiry8.21Extrinsic Value100Contract SizeAmericanOptions Type0.6913Delta0.0097Gamma11.75Leverage Ratio-3.1683Theta0.0101Rho8.12Eff Leverage0.0748Vega