1.95Open2.05Pre Close3 Volume493 Open Interest57.50Strike Price550.00Turnover20.56%IV2.19%PremiumJan 17, 2025Expiry Date0.35Intrinsic Value100Multiplier23DDays to Expiry1.25Extrinsic Value100Contract SizeAmericanOptions Type-0.5197Delta0.1360Gamma43.96Leverage Ratio-0.0224Theta-0.0164Rho-22.85Eff Leverage0.0576Vega