5.50Open7.60Pre Close1 Volume49 Open Interest131.00Strike Price550.00Turnover38.76%IV0.49%PremiumNov 29, 2024Expiry Date4.84Intrinsic Value100Multiplier2DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type0.8960Delta0.0467Gamma27.17Leverage Ratio-0.1684Theta0.0063Rho24.34Eff Leverage0.0180Vega