5.70Open5.50Pre Close1 Volume1.05K Open Interest120.00Strike Price570.00Turnover28.45%IV1.63%PremiumAug 16, 2024Expiry Date3.69Intrinsic Value100Multiplier23DDays to Expiry2.02Extrinsic Value100Contract SizeAmericanOptions Type0.7059Delta0.0386Gamma19.95Leverage Ratio-0.0781Theta0.0521Rho14.08Eff Leverage0.1081Vega