2.95Open3.43Pre Close2 Volume20 Open Interest60.00Strike Price570.00Turnover65.04%IV1.07%PremiumDec 27, 2024Expiry Date2.13Intrinsic Value100Multiplier3DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type-0.7073Delta0.0958Gamma21.04Leverage Ratio-0.1906Theta-0.0036Rho-14.88Eff Leverage0.0190Vega