5.75Open7.60Pre Close1 Volume38 Open Interest26.00Strike Price575.00Turnover91.57%IV1.67%PremiumDec 6, 2024Expiry Date5.23Intrinsic Value100Multiplier2DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.9947Delta0.0069Gamma5.92Leverage Ratio-0.0068Theta0.0016Rho5.89Eff Leverage0.0004Vega