0.35Open0.35Pre Close22 Volume0 Open Interest23.00Strike Price570.00Turnover30.84%IV5.85%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3235Delta0.2079Gamma63.03Leverage Ratio-0.0141Theta0.0044Rho20.39Eff Leverage0.0201Vega