2.85Open1.85Pre Close2 Volume5 Open Interest15.00Strike Price555.00Turnover40.47%IV0.51%PremiumDec 20, 2024Expiry Date2.61Intrinsic Value100Multiplier20DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9597Delta0.0514Gamma6.58Leverage Ratio-0.0052Theta0.0080Rho6.32Eff Leverage0.0036Vega