5.56Open7.47Pre Close1 Volume113 Open Interest86.00Strike Price556.00Turnover56.08%IV-1.45%PremiumDec 6, 2024Expiry Date6.91Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9423Delta0.0244Gamma13.22Leverage Ratio-0.0875Theta0.0066Rho12.46Eff Leverage0.0098Vega