0.45Open0.49Pre Close12 Volume39 Open Interest25.00Strike Price550.00Turnover48.99%IV8.14%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.3461Delta0.1282Gamma37.73Leverage Ratio-0.0245Theta0.0047Rho13.06Eff Leverage0.0217Vega