2.75Open3.57Pre Close2 Volume110 Open Interest135.00Strike Price550.00Turnover23.24%IV0.51%PremiumJan 17, 2025Expiry Date2.08Intrinsic Value100Multiplier15DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type-0.6083Delta0.0624Gamma37.44Leverage Ratio-0.0727Theta-0.0286Rho-22.78Eff Leverage0.1033Vega