7.20Open5.09Pre Close630 Volume1.90K Open Interest104.00Strike Price550.80KTurnover1590.08%IV-0.01%PremiumNov 15, 2024Expiry Date11.08Intrinsic Value100Multiplier-1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9963Delta0.0025Gamma10.39Leverage Ratio-9.8072Theta0.0000Rho10.35Eff Leverage0.0000Vega