0.05Open0.05Pre Close110 Volume656 Open Interest5.00Strike Price555.00Turnover97.45%IV5.80%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.2543Delta0.6828Gamma70.07Leverage Ratio-0.0260Theta-0.0001Rho-17.82Eff Leverage0.0015Vega