0.45Open0.43Pre Close13 Volume7.22K Open Interest70.00Strike Price570.00Turnover15.60%IV3.26%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2724Delta0.1281Gamma160.42Leverage Ratio-0.0221Theta0.0108Rho43.69Eff Leverage0.0552Vega