0.03Open0.06Pre Close398 Volume807 Open Interest6.00Strike Price596.00Turnover2032.09%IV4.16%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.1075Delta0.9664Gamma625.00Leverage Ratio-20.9124Theta0.0000Rho-67.19Eff Leverage0.0000Vega