5.50Open7.60Pre Close1 Volume49 Open Interest131.00Strike Price550.00Turnover26.72%IV0.41%PremiumNov 29, 2024Expiry Date4.94Intrinsic Value100Multiplier2DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.9700Delta0.0261Gamma26.79Leverage Ratio-0.0444Theta0.0066Rho25.98Eff Leverage0.0067Vega