0.85Open0.68Pre Close7 Volume85 Open Interest23.00Strike Price595.00Turnover48.07%IV1.03%PremiumDec 13, 2024Expiry Date0.62Intrinsic Value100Multiplier1DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.8057Delta0.3984Gamma32.43Leverage Ratio-0.0593Theta-0.0007Rho-26.13Eff Leverage0.0040Vega