0.25Open0.30Pre Close12 Volume31 Open Interest56.00Strike Price580.00Turnover53.08%IV0.80%PremiumOct 4, 2024Expiry Date0.60Intrinsic Value100Multiplier2DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.5943Delta0.1700Gamma45.28Leverage Ratio-0.2450Theta0.0019Rho26.91Eff Leverage0.0167Vega