0.10Open0.12Pre Close97 Volume1.47K Open Interest65.00Strike Price555.00Turnover29.73%IV6.13%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0386Delta0.0428Gamma1225.90Leverage Ratio-0.0169Theta0.0003Rho47.37Eff Leverage0.0055Vega