1.15Open1.20Pre Close5 Volume15 Open Interest35.00Strike Price575.00Turnover21.64%IV2.73%PremiumSep 20, 2024Expiry Date0.19Intrinsic Value100Multiplier24DDays to Expiry0.96Extrinsic Value100Contract SizeAmericanOptions Type0.5736Delta0.1983Gamma37.04Leverage Ratio-0.0186Theta0.0130Rho21.25Eff Leverage0.0358Vega