0.50Open0.40Pre Close11 Volume51 Open Interest22.50Strike Price550.00Turnover75.85%IV20.36%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.2350Delta0.0809Gamma40.23Leverage Ratio-0.0237Theta0.0028Rho9.45Eff Leverage0.0154Vega