0.55Open0.85Pre Close10 Volume110 Open Interest17.50Strike Price550.00Turnover36.26%IV2.31%PremiumOct 18, 2024Expiry Date0.15Intrinsic Value100Multiplier12DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.5305Delta0.3481Gamma33.05Leverage Ratio-0.0180Theta-0.0028Rho-17.53Eff Leverage0.0126Vega