5.50Open4.54Pre Close1 Volume54 Open Interest145.00Strike Price550.00Turnover23.68%IV1.40%PremiumOct 18, 2024Expiry Date3.52Intrinsic Value100Multiplier24DDays to Expiry1.98Extrinsic Value100Contract SizeAmericanOptions Type-0.6367Delta0.0453Gamma27.47Leverage Ratio-0.0574Theta-0.0486Rho-17.49Eff Leverage0.1353Vega