0.01Open0.04Pre Close550 Volume85 Open Interest41.50Strike Price550.00Turnover58.70%IV12.41%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0107Delta0.0105Gamma4737.00Leverage Ratio-0.0077Theta0.0000Rho-50.59Eff Leverage0.0013Vega