0.20Open0.30Pre Close36 Volume351 Open Interest7.50Strike Price587.00Turnover84.08%IV2.01%PremiumJan 10, 2025Expiry Date0.05Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.5325Delta0.9113Gamma37.25Leverage Ratio-0.0583Theta-0.0002Rho-19.84Eff Leverage0.0021Vega