3.30Open0.69Pre Close2 Volume2 Open Interest99.00Strike Price595.00Turnover69.04%IV3.53%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.65Extrinsic Value100Contract SizeAmericanOptions Type0.4823Delta0.0547Gamma38.13Leverage Ratio-0.3750Theta0.0052Rho18.39Eff Leverage0.0420Vega