0.03Open0.05Pre Close113 Volume93 Open Interest66.00Strike Price594.00Turnover48.10%IV3.35%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0726Delta0.0984Gamma1420.00Leverage Ratio-0.1238Theta0.0001Rho103.11Eff Leverage0.0040Vega