0.75Open1.00Pre Close7 Volume32 Open Interest132.00Strike Price575.00Turnover21.25%IV0.21%PremiumDec 6, 2024Expiry Date0.98Intrinsic Value100Multiplier3DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.6329Delta0.1419Gamma81.89Leverage Ratio-0.1516Theta-0.0068Rho-51.83Eff Leverage0.0473Vega