5.75Open5.20Pre Close1 Volume12 Open Interest140.00Strike Price575.00Turnover48.86%IV0.56%PremiumSep 20, 2024Expiry Date4.94Intrinsic Value100Multiplier3DDays to Expiry0.81Extrinsic Value100Contract SizeAmericanOptions Type0.7997Delta0.0452Gamma25.43Leverage Ratio-0.3331Theta0.0085Rho20.33Eff Leverage0.0356Vega