5.57Open5.11Pre Close1 Volume1 Open Interest7.50Strike Price557.00Turnover1487.03%IV0.52%PremiumJan 17, 2025Expiry Date5.56Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.9201Delta0.1012Gamma0.35Leverage Ratio-0.1083Theta-0.0002Rho-0.32Eff Leverage0.0001Vega