0.05Open0.27Pre Close42 Volume491 Open Interest39.50Strike Price587.00Turnover55.72%IV4.00%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.2200Delta0.1879Gamma196.00Leverage Ratio-0.1213Theta0.0004Rho43.13Eff Leverage0.0084Vega