0.40Open0.45Pre Close15 Volume252 Open Interest6.00Strike Price575.00Turnover68.60%IV6.72%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.5077Delta0.5006Gamma19.83Leverage Ratio-0.0120Theta0.0010Rho10.07Eff Leverage0.0046Vega