5.70Open5.50Pre Close1 Volume1.05K Open Interest120.00Strike Price570.00Turnover28.50%IV1.35%PremiumAug 16, 2024Expiry Date4.03Intrinsic Value100Multiplier23DDays to Expiry1.67Extrinsic Value100Contract SizeAmericanOptions Type0.7058Delta0.0386Gamma20.17Leverage Ratio-0.0783Theta0.0520Rho14.23Eff Leverage0.1080Vega