5.50Open4.40Pre Close1 Volume17 Open Interest90.00Strike Price550.00Turnover35.29%IV2.22%PremiumDec 20, 2024Expiry Date3.43Intrinsic Value100Multiplier20DDays to Expiry2.07Extrinsic Value100Contract SizeAmericanOptions Type0.6987Delta0.0449Gamma17.97Leverage Ratio-0.0747Theta0.0333Rho12.55Eff Leverage0.0766Vega