5.50Open5.22Pre Close1 Volume10 Open Interest54.00Strike Price550.00Turnover211.76%IV0.33%PremiumDec 13, 2024Expiry Date5.34Intrinsic Value100Multiplier1DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.7692Delta0.0522Gamma8.69Leverage Ratio-0.7240Theta-0.0013Rho-6.68Eff Leverage0.0084Vega