0.40Open0.37Pre Close13 Volume34 Open Interest302.50Strike Price555.00Turnover26.17%IV3.95%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.0420Delta0.0152Gamma2915.45Leverage Ratio-0.0869Theta0.0007Rho122.33Eff Leverage0.0202Vega