2.97Open8.07Pre Close2 Volume3 Open Interest592.50Strike Price594.00Turnover30.76%IV0.29%PremiumJan 17, 2025Expiry Date1.23Intrinsic Value100Multiplier2DDays to Expiry1.74Extrinsic Value100Contract SizeAmericanOptions Type0.5420Delta0.0262Gamma87.96Leverage Ratio-1.3864Theta0.0216Rho47.68Eff Leverage0.1950Vega