0.55Open0.48Pre Close12 Volume2.24K Open Interest3.00Strike Price575.00Turnover85.08%IV3.93%PremiumJan 17, 2025Expiry Date0.56Intrinsic Value100Multiplier23DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.8212Delta0.3431Gamma5.48Leverage Ratio-0.0046Theta0.0014Rho4.50Eff Leverage0.0023Vega