0.05Open0.07Pre Close96 Volume540 Open Interest110.00Strike Price571.00Turnover45.09%IV30.69%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0147Delta0.0037Gamma1684.20Leverage Ratio-0.0072Theta0.0008Rho24.82Eff Leverage0.0082Vega