5.50Open3.00Pre Close1 Volume5 Open Interest102.00Strike Price550.00Turnover51.02%IV3.68%PremiumNov 22, 2024Expiry Date1.81Intrinsic Value100Multiplier4DDays to Expiry3.69Extrinsic Value100Contract SizeAmericanOptions Type-0.6143Delta0.0714Gamma27.08Leverage Ratio-0.2640Theta-0.0065Rho-16.63Eff Leverage0.0402Vega