5.56Open7.47Pre Close1 Volume113 Open Interest86.00Strike Price556.00Turnover51.82%IV-1.25%PremiumDec 6, 2024Expiry Date6.72Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9519Delta0.0228Gamma13.39Leverage Ratio-0.0702Theta0.0067Rho12.74Eff Leverage0.0085Vega