0.95Open0.90Pre Close6 Volume7 Open Interest47.50Strike Price570.00Turnover20.52%IV2.17%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type0.5282Delta0.1558Gamma46.26Leverage Ratio-0.0233Theta0.0165Rho24.44Eff Leverage0.0496Vega