2.75Open3.10Pre Close2 Volume173 Open Interest100.00Strike Price550.00Turnover53.43%IV3.32%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry2.75Extrinsic Value100Contract SizeAmericanOptions Type0.5093Delta0.0360Gamma23.40Leverage Ratio-0.1469Theta0.0202Rho11.92Eff Leverage0.0828Vega