0.60Open0.68Pre Close8 Volume745 Open Interest2.50Strike Price550.00Turnover245.54%IV8.84%PremiumDec 20, 2024Expiry Date0.44Intrinsic Value100Multiplier8DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.7362Delta0.3072Gamma4.52Leverage Ratio-0.0227Theta0.0003Rho3.33Eff Leverage0.0014Vega