0.03Open0.03Pre Close475 Volume3.65K Open Interest10.00Strike Price575.00Turnover74.71%IV8.91%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0859Delta0.3022Gamma613.33Leverage Ratio-0.0162Theta0.0000Rho52.66Eff Leverage0.0011Vega