5.50Open6.50Pre Close1 Volume270 Open Interest190.00Strike Price550.00Turnover42.50%IV2.28%PremiumJan 17, 2025Expiry Date1.14Intrinsic Value100Multiplier9DDays to Expiry4.36Extrinsic Value100Contract SizeAmericanOptions Type0.5553Delta0.0314Gamma33.53Leverage Ratio-0.3038Theta0.0241Rho18.62Eff Leverage0.1171Vega