5.56Open3.95Pre Close1 Volume10 Open Interest21.00Strike Price556.00Turnover245.91%IV4.20%PremiumDec 6, 2024Expiry Date4.49Intrinsic Value100Multiplier1DDays to Expiry1.07Extrinsic Value100Contract SizeAmericanOptions Type0.9434Delta0.0350Gamma5.57Leverage Ratio-0.1842Theta0.0005Rho5.26Eff Leverage0.0015Vega