5.55Open3.78Pre Close1 Volume64 Open Interest35.00Strike Price555.00Turnover965.16%IV1.57%PremiumNov 29, 2024Expiry Date5.08Intrinsic Value100Multiplier0DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type-0.8413Delta0.0560Gamma5.59Leverage Ratio-6.3887Theta-0.0001Rho-4.70Eff Leverage0.0011Vega