0.13Open0.14Pre Close54 Volume320 Open Interest34.00Strike Price570.00Turnover38.85%IV4.91%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.1345Delta0.1605Gamma240.91Leverage Ratio-0.0344Theta0.0005Rho32.40Eff Leverage0.0075Vega