2.85Open5.90Pre Close2 Volume27 Open Interest132.00Strike Price570.00Turnover10.33%IV0.15%PremiumJan 17, 2025Expiry Date2.65Intrinsic Value100Multiplier21DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.7934Delta0.1140Gamma45.39Leverage Ratio-0.0140Theta-0.0327Rho-36.01Eff Leverage0.0847Vega