5.55Open14.60Pre Close1 Volume2 Open Interest282.50Strike Price555.00Turnover27.21%IV0.50%PremiumDec 6, 2024Expiry Date4.12Intrinsic Value100Multiplier3DDays to Expiry1.43Extrinsic Value100Contract SizeAmericanOptions Type0.6963Delta0.0481Gamma53.57Leverage Ratio-0.4493Theta0.0170Rho37.30Eff Leverage0.0935Vega