5.75Open5.20Pre Close1 Volume12 Open Interest140.00Strike Price575.00Turnover50.04%IV0.56%PremiumSep 20, 2024Expiry Date4.94Intrinsic Value100Multiplier2DDays to Expiry0.81Extrinsic Value100Contract SizeAmericanOptions Type0.7993Delta0.0452Gamma25.43Leverage Ratio-0.3491Theta0.0081Rho20.33Eff Leverage0.0348Vega