0.15Open0.17Pre Close31 Volume837 Open Interest35.00Strike Price570.00Turnover32.14%IV9.07%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.1370Delta0.0986Gamma215.47Leverage Ratio-0.0150Theta0.0020Rho29.52Eff Leverage0.0152Vega