0.15Open0.25Pre Close40 Volume14 Open Interest51.46Strike Price590.00Turnover59.25%IV12.49%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.0810Delta0.0411Gamma352.77Leverage Ratio-0.0400Theta0.0006Rho28.56Eff Leverage0.0092Vega