2.85Open7.60Pre Close2 Volume36 Open Interest237.50Strike Price570.00Turnover23.64%IV0.59%PremiumDec 13, 2024Expiry Date1.44Intrinsic Value100Multiplier1DDays to Expiry1.41Extrinsic Value100Contract SizeAmericanOptions Type0.7021Delta0.1162Gamma113.78Leverage Ratio-0.5945Theta0.0046Rho79.89Eff Leverage0.0437Vega