2.90Open2.60Pre Close2 Volume90 Open Interest92.00Strike Price570.00Turnover24.49%IV0.71%PremiumNov 15, 2024Expiry Date2.16Intrinsic Value100Multiplier25DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type-0.6215Delta0.0682Gamma26.42Leverage Ratio-0.0385Theta-0.0319Rho-16.42Eff Leverage0.0885Vega