0.45Open0.35Pre Close18 Volume63 Open Interest21.00Strike Price555.00Turnover17.02%IV3.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3528Delta0.4324Gamma103.00Leverage Ratio-0.0082Theta0.0042Rho36.34Eff Leverage0.0187Vega