5.75Open6.43Pre Close1 Volume6 Open Interest46.00Strike Price575.00Turnover103.70%IV1.00%PremiumDec 6, 2024Expiry Date5.24Intrinsic Value100Multiplier2DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type0.9064Delta0.0385Gamma9.40Leverage Ratio-0.1386Theta0.0027Rho8.52Eff Leverage0.0070Vega