2.65Open2.65Pre Close2 Volume0 Open Interest262.50Strike Price555.00Turnover43.09%IV6.22%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry2.90Extrinsic Value100Contract SizeAmericanOptions Type0.2099Delta0.0199Gamma149.17Leverage Ratio-0.3250Theta0.0092Rho31.31Eff Leverage0.0969Vega