5.50Open4.54Pre Close1 Volume14 Open Interest172.50Strike Price550.00Turnover29.97%IV0.10%PremiumDec 6, 2024Expiry Date5.32Intrinsic Value100Multiplier4DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.8449Delta0.0435Gamma30.40Leverage Ratio-0.1857Theta0.0153Rho25.68Eff Leverage0.0436Vega