0.26Open0.21Pre Close22 Volume249 Open Interest10.00Strike Price550.00Turnover96.82%IV0.51%PremiumDec 13, 2024Expiry Date0.17Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.5952Delta0.6319Gamma28.91Leverage Ratio-0.0957Theta-0.0002Rho-17.21Eff Leverage0.0025Vega