2.75Open2.75Pre Close2 Volume0 Open Interest165.00Strike Price550.00Turnover21.41%IV1.25%PremiumJan 17, 2025Expiry Date0.68Intrinsic Value100Multiplier7DDays to Expiry2.07Extrinsic Value100Contract SizeAmericanOptions Type0.5720Delta0.0804Gamma69.76Leverage Ratio-0.1546Theta0.0175Rho39.90Eff Leverage0.0894Vega