0.25Open0.20Pre Close21 Volume458 Open Interest22.50Strike Price555.00Turnover66.20%IV8.45%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.1744Delta0.1256Gamma121.25Leverage Ratio-0.0442Theta-0.0007Rho-21.15Eff Leverage0.0080Vega