5.50Open6.50Pre Close1 Volume270 Open Interest190.00Strike Price550.00Turnover45.84%IV2.28%PremiumJan 17, 2025Expiry Date1.14Intrinsic Value100Multiplier7DDays to Expiry4.36Extrinsic Value100Contract SizeAmericanOptions Type0.5544Delta0.0313Gamma33.53Leverage Ratio-0.3523Theta0.0208Rho18.59Eff Leverage0.1089Vega