0.03Open0.02Pre Close206 Volume435 Open Interest11.50Strike Price599.00Turnover98.69%IV19.73%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0581Delta0.1108Gamma385.20Leverage Ratio-0.0123Theta0.0001Rho22.36Eff Leverage0.0012Vega