5.97Open3.03Pre Close1 Volume0 Open Interest172.50Strike Price597.00Turnover1200.12%IV0.38%PremiumNov 29, 2024Expiry Date5.33Intrinsic Value100Multiplier-2DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type-0.8466Delta0.0466Gamma28.00Leverage Ratio-256.1527Theta0.0000Rho-23.71Eff Leverage0.0010Vega