1.53Open1.80Pre Close4 Volume304 Open Interest44.00Strike Price575.00Turnover76.29%IV1.59%PremiumDec 27, 2024Expiry Date0.60Intrinsic Value100Multiplier0DDays to Expiry0.71Extrinsic Value100Contract SizeAmericanOptions Type0.6743Delta0.2587Gamma49.28Leverage Ratio-0.4225Theta0.0005Rho33.23Eff Leverage0.0066Vega