0.11Open0.10Pre Close50 Volume3.04K Open Interest50.00Strike Price550.00Turnover27.67%IV6.99%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0960Delta0.0753Gamma468.35Leverage Ratio-0.0175Theta0.0013Rho44.98Eff Leverage0.0139Vega