0.06Open0.06Pre Close122 Volume452 Open Interest41.50Strike Price575.00Turnover27.30%IV4.01%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0607Delta0.1060Gamma1439.67Leverage Ratio-0.0175Theta-0.0002Rho-87.39Eff Leverage0.0050Vega