0.85Open1.12Pre Close7 Volume557 Open Interest26.00Strike Price595.00Turnover27.32%IV0.04%PremiumAug 16, 2024Expiry Date0.84Intrinsic Value100Multiplier9DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.7544Delta0.2863Gamma25.81Leverage Ratio-0.0158Theta-0.0042Rho-19.47Eff Leverage0.0131Vega