5.50Open4.24Pre Close1 Volume4 Open Interest67.50Strike Price550.00Turnover43.23%IV1.26%PremiumAug 16, 2024Expiry Date4.59Intrinsic Value100Multiplier25DDays to Expiry0.91Extrinsic Value100Contract SizeAmericanOptions Type0.7474Delta0.0389Gamma11.72Leverage Ratio-0.0590Theta0.0331Rho8.76Eff Leverage0.0607Vega