5.50Open7.60Pre Close1 Volume49 Open Interest131.00Strike Price550.00Turnover29.83%IV0.36%PremiumNov 29, 2024Expiry Date5.01Intrinsic Value100Multiplier2DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.9541Delta0.0331Gamma26.80Leverage Ratio-0.0663Theta0.0065Rho25.57Eff Leverage0.0094Vega