5.56Open5.65Pre Close1 Volume212 Open Interest33.50Strike Price556.00Turnover214.69%IV-0.02%PremiumJan 17, 2025Expiry Date5.57Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9345Delta0.0397Gamma4.94Leverage Ratio-0.0850Theta-0.0008Rho-4.62Eff Leverage0.0019Vega