2.75Open11.00Pre Close2 Volume43 Open Interest230.00Strike Price550.00Turnover20.20%IV0.55%PremiumJul 19, 2024Expiry Date1.50Intrinsic Value100Multiplier5DDays to Expiry1.25Extrinsic Value100Contract SizeAmericanOptions Type-0.5882Delta0.0686Gamma75.54Leverage Ratio-0.1895Theta-0.0180Rho-44.43Eff Leverage0.1103Vega