0.40Open0.37Pre Close13 Volume34 Open Interest302.50Strike Price555.00Turnover29.93%IV3.89%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.0681Delta0.0196Gamma2917.15Leverage Ratio-0.1633Theta0.0012Rho198.80Eff Leverage0.0296Vega