5.95Open5.75Pre Close1 Volume75 Open Interest252.50Strike Price595.00Turnover29.13%IV0.75%PremiumDec 6, 2024Expiry Date4.08Intrinsic Value100Multiplier2DDays to Expiry1.87Extrinsic Value100Contract SizeAmericanOptions Type-0.7411Delta0.0538Gamma50.19Leverage Ratio-0.3837Theta-0.0115Rho-37.19Eff Leverage0.0673Vega