5.50Open4.24Pre Close1 Volume4 Open Interest67.50Strike Price550.00Turnover43.56%IV1.26%PremiumAug 16, 2024Expiry Date4.59Intrinsic Value100Multiplier24DDays to Expiry0.91Extrinsic Value100Contract SizeAmericanOptions Type0.7472Delta0.0389Gamma11.72Leverage Ratio-0.0598Theta0.0327Rho8.76Eff Leverage0.0603Vega