5.56Open3.95Pre Close1 Volume10 Open Interest21.00Strike Price556.00Turnover326.01%IV4.20%PremiumDec 6, 2024Expiry Date4.49Intrinsic Value100Multiplier0DDays to Expiry1.07Extrinsic Value100Contract SizeAmericanOptions Type0.9429Delta0.0352Gamma5.57Leverage Ratio-0.3233Theta0.0003Rho5.25Eff Leverage0.0011Vega