5.50Open6.30Pre Close1 Volume55 Open Interest67.50Strike Price550.00Turnover38.46%IV1.36%PremiumNov 15, 2024Expiry Date4.52Intrinsic Value100Multiplier25DDays to Expiry0.98Extrinsic Value100Contract SizeAmericanOptions Type0.7639Delta0.0424Gamma12.42Leverage Ratio-0.0508Theta0.0339Rho9.49Eff Leverage0.0582Vega