0.30Open0.61Pre Close19 Volume61 Open Interest66.00Strike Price570.00Turnover18.67%IV5.05%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2067Delta0.0929Gamma180.46Leverage Ratio-0.0192Theta0.0086Rho37.30Eff Leverage0.0470Vega