0.70Open0.95Pre Close7 Volume4.78K Open Interest7.50Strike Price550.00Turnover94.66%IV2.33%PremiumJan 17, 2025Expiry Date0.66Intrinsic Value100Multiplier8DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.7508Delta0.2767Gamma9.60Leverage Ratio-0.0237Theta0.0012Rho7.21Eff Leverage0.0038Vega