0.22Open1.02Pre Close21 Volume41 Open Interest19.00Strike Price579.00Turnover32.28%IV1.47%PremiumDec 20, 2024Expiry Date0.05Intrinsic Value100Multiplier6DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.5403Delta0.4985Gamma54.43Leverage Ratio-0.0282Theta0.0017Rho29.41Eff Leverage0.0098Vega