5.55Open5.69Pre Close1 Volume79 Open Interest33.50Strike Price555.00Turnover108.23%IV-0.03%PremiumDec 27, 2024Expiry Date5.56Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9938Delta0.0071Gamma6.98Leverage Ratio-0.0090Theta0.0011Rho6.93Eff Leverage0.0004Vega