0.03Open0.03Pre Close475 Volume3.65K Open Interest10.00Strike Price575.00Turnover76.36%IV8.79%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0846Delta0.2932Gamma614.00Leverage Ratio-0.0163Theta0.0000Rho51.92Eff Leverage0.0011Vega