0.05Open0.05Pre Close110 Volume0 Open Interest43.00Strike Price550.00Turnover81.46%IV14.71%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0291Delta0.0154Gamma1007.20Leverage Ratio-0.0295Theta-0.0002Rho-29.35Eff Leverage0.0035Vega