0.38Open0.63Pre Close15 Volume3 Open Interest32.00Strike Price550.00Turnover23.43%IV0.86%PremiumNov 22, 2024Expiry Date0.06Intrinsic Value100Multiplier4DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.5306Delta0.5007Gamma92.59Leverage Ratio-0.0389Theta-0.0018Rho-49.13Eff Leverage0.0135Vega