0.05Open0.10Pre Close25 Volume61 Open Interest45.00Strike Price550.00Turnover45.54%IV3.12%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2714Delta0.2166Gamma195.24Leverage Ratio-0.1294Theta0.0007Rho52.98Eff Leverage0.0111Vega