0.38Open1.12Pre Close8 Volume57 Open Interest66.00Strike Price575.00Turnover25.35%IV0.21%PremiumJan 10, 2025Expiry Date0.58Intrinsic Value100Multiplier1DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.7062Delta0.3092Gamma83.23Leverage Ratio-0.1433Theta0.0020Rho58.77Eff Leverage0.0151Vega