5.70Open5.90Pre Close1 Volume385 Open Interest38.00Strike Price570.00Turnover36.42%IV0.21%PremiumDec 20, 2024Expiry Date5.61Intrinsic Value100Multiplier22DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9467Delta0.0278Gamma7.52Leverage Ratio-0.0137Theta0.0214Rho7.12Eff Leverage0.0116Vega