5.70Open5.30Pre Close1 Volume206 Open Interest105.00Strike Price570.00Turnover42.02%IV1.82%PremiumNov 15, 2024Expiry Date3.86Intrinsic Value100Multiplier16DDays to Expiry1.84Extrinsic Value100Contract SizeAmericanOptions Type-0.6426Delta0.0424Gamma17.59Leverage Ratio-0.0976Theta-0.0263Rho-11.30Eff Leverage0.0790Vega