5.50Open5.20Pre Close1 Volume210 Open Interest19.50Strike Price550.00Turnover83.08%IV0.64%PremiumDec 20, 2024Expiry Date5.34Intrinsic Value100Multiplier4DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.9981Delta0.0028Gamma4.64Leverage Ratio-0.0033Theta0.0020Rho4.63Eff Leverage0.0001Vega