2.96Open3.80Pre Close2 Volume129 Open Interest70.00Strike Price592.00Turnover31.91%IV2.03%PremiumDec 20, 2024Expiry Date1.51Intrinsic Value100Multiplier20DDays to Expiry1.45Extrinsic Value100Contract SizeAmericanOptions Type0.6377Delta0.0694Gamma23.26Leverage Ratio-0.0551Theta0.0239Rho14.83Eff Leverage0.0635Vega