5.75Open6.43Pre Close1 Volume6 Open Interest46.00Strike Price575.00Turnover73.51%IV0.84%PremiumDec 6, 2024Expiry Date5.32Intrinsic Value100Multiplier3DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.9560Delta0.0271Gamma9.33Leverage Ratio-0.0489Theta0.0036Rho8.92Eff Leverage0.0044Vega