5.50Open7.00Pre Close1 Volume22 Open Interest85.00Strike Price550.00Turnover55.30%IV4.06%PremiumDec 20, 2024Expiry Date1.97Intrinsic Value100Multiplier19DDays to Expiry3.54Extrinsic Value100Contract SizeAmericanOptions Type0.6033Delta0.0350Gamma15.81Leverage Ratio-0.1179Theta0.0246Rho9.54Eff Leverage0.0768Vega