2.75Open2.20Pre Close2 Volume290 Open Interest41.00Strike Price550.00Turnover31.46%IV1.27%PremiumDec 20, 2024Expiry Date2.20Intrinsic Value100Multiplier25DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.7605Delta0.0867Gamma15.16Leverage Ratio-0.0256Theta0.0208Rho11.53Eff Leverage0.0353Vega