0.35Open0.47Pre Close16 Volume4 Open Interest7.50Strike Price555.00Turnover101.80%IV5.16%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.4560Delta0.5162Gamma29.48Leverage Ratio-0.0432Theta0.0003Rho13.44Eff Leverage0.0030Vega