5.75Open4.90Pre Close1 Volume19 Open Interest9.00Strike Price575.00Turnover200.39%IV0.37%PremiumNov 29, 2024Expiry Date5.70Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.9977Delta0.0027Gamma2.57Leverage Ratio-0.0028Theta0.0007Rho2.56Eff Leverage0.0001Vega