2.75Open1.70Pre Close2 Volume15 Open Interest60.00Strike Price550.00Turnover27.86%IV1.43%PremiumAug 16, 2024Expiry Date1.92Intrinsic Value100Multiplier25DDays to Expiry0.83Extrinsic Value100Contract SizeAmericanOptions Type-0.6476Delta0.0907Gamma21.31Leverage Ratio-0.0270Theta-0.0214Rho-13.80Eff Leverage0.0562Vega