2.85Open2.25Pre Close2 Volume9 Open Interest82.50Strike Price570.00Turnover49.66%IV4.86%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry2.85Extrinsic Value100Contract SizeAmericanOptions Type-0.4125Delta0.0511Gamma34.88Leverage Ratio-0.1192Theta-0.0114Rho-14.39Eff Leverage0.0598Vega