0.05Open2.30Pre Close6 Volume150 Open Interest220.00Strike Price587.00Turnover16.88%IV3.07%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry1.02Extrinsic Value100Contract SizeAmericanOptions Type0.2568Delta0.0426Gamma186.47Leverage Ratio-0.0832Theta0.0236Rho47.89Eff Leverage0.1446Vega