0.35Open0.54Pre Close14 Volume17 Open Interest2.50Strike Price570.00Turnover573.86%IV0.48%PremiumNov 29, 2024Expiry Date0.42Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.5220Delta0.3461Gamma2.83Leverage Ratio-0.0729Theta-0.0002Rho-1.48Eff Leverage0.0008Vega