5.55Open4.20Pre Close1 Volume92 Open Interest182.50Strike Price555.00Turnover30.73%IV0.46%PremiumDec 20, 2024Expiry Date4.68Intrinsic Value100Multiplier4DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type0.7938Delta0.0475Gamma34.19Leverage Ratio-0.2372Theta0.0156Rho27.14Eff Leverage0.0557Vega