0.54Open0.35Pre Close10 Volume53 Open Interest14.50Strike Price555.00Turnover42.08%IV0.29%PremiumAug 30, 2024Expiry Date0.56Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.7955Delta0.4486Gamma22.30Leverage Ratio-0.0197Theta-0.0012Rho-17.74Eff Leverage0.0043Vega