5.70Open5.75Pre Close1 Volume20 Open Interest66.00Strike Price570.00Turnover116.05%IV0.41%PremiumJul 26, 2024Expiry Date5.41Intrinsic Value100Multiplier1DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.8852Delta0.0401Gamma12.53Leverage Ratio-0.2852Theta0.0020Rho11.09Eff Leverage0.0081Vega