0.05Open0.04Pre Close97 Volume104 Open Interest1.50Strike Price555.00Turnover202.29%IV79.61%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2321Delta0.6469Gamma17.27Leverage Ratio-0.0027Theta0.0001Rho4.01Eff Leverage0.0007Vega