0.35Open0.61Pre Close26 Volume321 Open Interest170.00Strike Price595.00Turnover34.47%IV13.98%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.0332Delta0.0044Gamma877.16Leverage Ratio-0.0267Theta-0.0035Rho-29.12Eff Leverage0.0358Vega