0.49Open0.50Pre Close12 Volume807 Open Interest6.00Strike Price570.00Turnover97.05%IV0.54%PremiumDec 13, 2024Expiry Date0.42Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9470Delta0.4414Gamma13.13Leverage Ratio-0.0162Theta-0.0001Rho-12.43Eff Leverage0.0003Vega