0.20Open0.36Pre Close30 Volume112 Open Interest100.00Strike Price570.00Turnover89.73%IV29.55%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.0220Delta0.0020Gamma629.60Leverage Ratio-0.0427Theta-0.0012Rho-13.87Eff Leverage0.0151Vega