0.03Open0.02Pre Close238 Volume9.89K Open Interest50.00Strike Price550.00Turnover44.28%IV6.15%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0391Delta0.0525Gamma1884.80Leverage Ratio-0.0219Theta0.0001Rho73.67Eff Leverage0.0031Vega