2.90Open3.28Pre Close2 Volume132 Open Interest80.00Strike Price580.00Turnover26.12%IV1.39%PremiumDec 20, 2024Expiry Date1.76Intrinsic Value100Multiplier16DDays to Expiry1.14Extrinsic Value100Contract SizeAmericanOptions Type0.6760Delta0.0796Gamma28.19Leverage Ratio-0.0566Theta0.0234Rho19.06Eff Leverage0.0622Vega