5.55Open8.54Pre Close1 Volume4 Open Interest73.00Strike Price555.00Turnover36.35%IV0.56%PremiumSep 27, 2024Expiry Date5.17Intrinsic Value100Multiplier4DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.9836Delta0.0295Gamma13.11Leverage Ratio-0.0050Theta-0.0022Rho-12.89Eff Leverage0.0027Vega