5.50Open6.95Pre Close1 Volume28 Open Interest125.00Strike Price550.00Turnover24.44%IV0.49%PremiumDec 20, 2024Expiry Date4.91Intrinsic Value100Multiplier15DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type-0.7776Delta0.0524Gamma21.83Leverage Ratio-0.0497Theta-0.0302Rho-16.98Eff Leverage0.0726Vega