0.55Open0.50Pre Close10 Volume275 Open Interest20.00Strike Price550.00Turnover369.12%IV25.53%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.3343Delta0.0661Gamma12.13Leverage Ratio-0.3504Theta0.0004Rho4.05Eff Leverage0.0054Vega