0.45Open0.40Pre Close13 Volume24 Open Interest10.00Strike Price555.00Turnover80.42%IV5.30%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.4136Delta0.2964Gamma23.98Leverage Ratio-0.0275Theta-0.0011Rho-9.92Eff Leverage0.0064Vega