0.15Open0.10Pre Close22 Volume142 Open Interest6.50Strike Price555.00Turnover64.35%IV-0.08%PremiumDec 6, 2024Expiry Date0.21Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.7393Delta1.0797Gamma25.18Leverage Ratio-0.0253Theta-0.0002Rho-18.61Eff Leverage0.0015Vega