0.08Open0.21Pre Close43 Volume814 Open Interest77.00Strike Price581.00Turnover14.01%IV1.43%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2363Delta0.2827Gamma507.07Leverage Ratio-0.0472Theta0.0019Rho119.84Eff Leverage0.0240Vega