0.01Open0.03Pre Close554 Volume1.44K Open Interest425.00Strike Price555.00Turnover73.58%IV8.39%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0023Delta0.0005Gamma46390.00Leverage Ratio-0.0669Theta0.0000Rho-107.67Eff Leverage0.0014Vega