5.75Open6.43Pre Close1 Volume6 Open Interest46.00Strike Price575.00Turnover141.58%IV1.00%PremiumDec 6, 2024Expiry Date5.24Intrinsic Value100Multiplier2DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type0.8443Delta0.0412Gamma9.40Leverage Ratio-0.2984Theta0.0024Rho7.94Eff Leverage0.0098Vega