0.25Open0.38Pre Close20 Volume8 Open Interest7.00Strike Price555.00Turnover61.03%IV-0.82%PremiumDec 27, 2024Expiry Date0.36Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9017Delta0.5948Gamma19.63Leverage Ratio-0.0136Theta0.0003Rho17.70Eff Leverage0.0008Vega