5.70Open5.90Pre Close1 Volume385 Open Interest38.00Strike Price570.00Turnover36.03%IV0.21%PremiumDec 20, 2024Expiry Date5.61Intrinsic Value100Multiplier22DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9473Delta0.0277Gamma7.52Leverage Ratio-0.0134Theta0.0217Rho7.12Eff Leverage0.0116Vega