0.95Open0.94Pre Close6 Volume411 Open Interest22.00Strike Price550.00Turnover89.76%IV16.50%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type0.3666Delta0.0815Gamma19.22Leverage Ratio-0.0359Theta0.0042Rho7.05Eff Leverage0.0194Vega