0.45Open0.49Pre Close12 Volume39 Open Interest25.00Strike Price550.00Turnover47.84%IV8.14%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.3463Delta0.1283Gamma37.73Leverage Ratio-0.0235Theta0.0049Rho13.06Eff Leverage0.0222Vega