0.55Open0.50Pre Close10 Volume162 Open Interest91.50Strike Price550.00Turnover14.47%IV0.11%PremiumAug 23, 2024Expiry Date0.45Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.6022Delta0.2583Gamma105.08Leverage Ratio-0.0737Theta0.0069Rho63.27Eff Leverage0.0398Vega