0.45Open1.05Pre Close10 Volume13 Open Interest17.50Strike Price575.00Turnover79.83%IV12.52%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.3847Delta0.1336Gamma23.11Leverage Ratio-0.0323Theta0.0027Rho8.89Eff Leverage0.0137Vega