0.05Open0.05Pre Close111 Volume0 Open Interest60.00Strike Price555.00Turnover25.60%IV7.75%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0502Delta0.0427Gamma1114.60Leverage Ratio-0.0117Theta0.0008Rho55.91Eff Leverage0.0098Vega