5.65Open5.40Pre Close1 Volume58 Open Interest30.00Strike Price565.00Turnover61.57%IV2.27%PremiumNov 15, 2024Expiry Date4.86Intrinsic Value100Multiplier21DDays to Expiry0.79Extrinsic Value100Contract SizeAmericanOptions Type0.8672Delta0.0420Gamma6.58Leverage Ratio-0.0295Theta0.0142Rho5.70Eff Leverage0.0178Vega