0.40Open0.37Pre Close13 Volume34 Open Interest302.50Strike Price555.00Turnover26.87%IV3.75%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.0412Delta0.0146Gamma2921.05Leverage Ratio-0.0873Theta0.0007Rho120.21Eff Leverage0.0198Vega