0.12Open0.20Pre Close52 Volume547 Open Interest2.50Strike Price555.00Turnover101.33%IV14.64%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.2718Delta0.5022Gamma22.40Leverage Ratio-0.0055Theta-0.0004Rho-6.09Eff Leverage0.0022Vega