5.75Open5.20Pre Close1 Volume12 Open Interest140.00Strike Price575.00Turnover50.89%IV0.56%PremiumSep 20, 2024Expiry Date4.94Intrinsic Value100Multiplier2DDays to Expiry0.81Extrinsic Value100Contract SizeAmericanOptions Type0.7991Delta0.0452Gamma25.43Leverage Ratio-0.3606Theta0.0078Rho20.32Eff Leverage0.0343Vega