0.10Open0.06Pre Close68 Volume259 Open Interest14.50Strike Price587.00Turnover37.45%IV1.32%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.4227Delta0.9516Gamma115.28Leverage Ratio-0.0443Theta0.0003Rho48.73Eff Leverage0.0043Vega