0.55Open0.47Pre Close10 Volume643 Open Interest17.50Strike Price550.00Turnover70.33%IV13.66%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.3282Delta0.1291Gamma28.87Leverage Ratio-0.0229Theta0.0029Rho9.48Eff Leverage0.0144Vega