0.85Open0.68Pre Close7 Volume85 Open Interest23.00Strike Price595.00Turnover42.28%IV1.03%PremiumDec 13, 2024Expiry Date0.62Intrinsic Value100Multiplier2DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.8043Delta0.3991Gamma32.43Leverage Ratio-0.0467Theta-0.0009Rho-26.09Eff Leverage0.0046Vega