0.55Open0.85Pre Close10 Volume110 Open Interest17.50Strike Price550.00Turnover36.42%IV2.31%PremiumOct 18, 2024Expiry Date0.15Intrinsic Value100Multiplier12DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.5306Delta0.3482Gamma33.05Leverage Ratio-0.0182Theta-0.0028Rho-17.53Eff Leverage0.0125Vega