0.28Open0.45Pre Close21 Volume115 Open Interest12.00Strike Price590.00Turnover23.40%IV1.49%PremiumJul 19, 2024Expiry Date0.12Intrinsic Value100Multiplier13DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.6116Delta0.6891Gamma40.40Leverage Ratio-0.0087Theta0.0027Rho24.71Eff Leverage0.0091Vega