0.40Open0.26Pre Close16 Volume923 Open Interest5.00Strike Price590.00Turnover160.15%IV0.00%PremiumJan 10, 2025Expiry Date0.37Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8328Delta0.7071Gamma11.58Leverage Ratio-0.0527Theta-0.0001Rho-9.64Eff Leverage0.0006Vega