1.57Open1.35Pre Close4 Volume6.27K Open Interest55.00Strike Price570.00Turnover50.84%IV1.44%PremiumSep 20, 2024Expiry Date0.48Intrinsic Value100Multiplier2DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.5948Delta0.1702Gamma47.22Leverage Ratio-0.2134Theta0.0021Rho28.08Eff Leverage0.0174Vega