2.80Open3.03Pre Close2 Volume25 Open Interest129.00Strike Price555.00Turnover64.40%IV0.75%PremiumDec 6, 2024Expiry Date1.79Intrinsic Value100Multiplier3DDays to Expiry0.96Extrinsic Value100Contract SizeAmericanOptions Type-0.5412Delta0.0526Gamma33.04Leverage Ratio-0.5281Theta-0.0057Rho-17.88Eff Leverage0.0465Vega