0.20Open0.32Pre Close16 Volume392 Open Interest5.50Strike Price550.00Turnover73.16%IV-0.39%PremiumDec 20, 2024Expiry Date0.42Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9445Delta0.4600Gamma11.95Leverage Ratio-0.0049Theta-0.0002Rho-11.29Eff Leverage0.0004Vega