0.45Open0.49Pre Close12 Volume39 Open Interest25.00Strike Price550.00Turnover48.34%IV8.14%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.3462Delta0.1283Gamma37.73Leverage Ratio-0.0239Theta0.0048Rho13.06Eff Leverage0.0220Vega