2.75Open1.25Pre Close2 Volume228 Open Interest42.00Strike Price555.00Turnover88.10%IV0.24%PremiumDec 20, 2024Expiry Date2.71Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.7513Delta0.0877Gamma11.82Leverage Ratio-0.1440Theta-0.0032Rho-8.88Eff Leverage0.0130Vega