0.40Open0.37Pre Close13 Volume34 Open Interest302.50Strike Price555.00Turnover25.77%IV3.82%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.0425Delta0.0156Gamma2919.05Leverage Ratio-0.0868Theta0.0007Rho124.10Eff Leverage0.0204Vega