0.50Open0.65Pre Close12 Volume455 Open Interest12.00Strike Price590.00Turnover52.28%IV6.87%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.4368Delta0.2637Gamma25.89Leverage Ratio-0.0141Theta0.0028Rho11.31Eff Leverage0.0113Vega