5.70Open5.75Pre Close1 Volume20 Open Interest66.00Strike Price570.00Turnover120.01%IV0.41%PremiumJul 26, 2024Expiry Date5.41Intrinsic Value100Multiplier1DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.8850Delta0.0402Gamma12.53Leverage Ratio-0.2881Theta0.0018Rho11.09Eff Leverage0.0078Vega