5.50Open3.60Pre Close1 Volume69 Open Interest380.00Strike Price550.00Turnover22.04%IV1.13%PremiumDec 20, 2024Expiry Date1.23Intrinsic Value100Multiplier16DDays to Expiry4.27Extrinsic Value100Contract SizeAmericanOptions Type-0.5057Delta0.0232Gamma52.24Leverage Ratio-0.2015Theta-0.0735Rho-26.42Eff Leverage0.3144Vega