0.70Open4.70Pre Close9 Volume3 Open Interest42.00Strike Price590.00Turnover48.58%IV0.92%PremiumDec 20, 2024Expiry Date0.26Intrinsic Value100Multiplier1DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.6211Delta0.4289Gamma84.52Leverage Ratio-0.2566Theta0.0005Rho52.50Eff Leverage0.0069Vega