0.94Open0.92Pre Close6 Volume315 Open Interest3.00Strike Price570.00Turnover700.18%IV2.91%PremiumJan 17, 2025Expiry Date0.94Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.7457Delta0.3628Gamma1.96Leverage Ratio-0.0996Theta-0.0001Rho-1.46Eff Leverage0.0004Vega