0.03Open0.02Pre Close571 Volume355 Open Interest11.00Strike Price575.00Turnover138.10%IV31.15%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0249Delta0.0522Gamma839.50Leverage Ratio-0.0073Theta0.0000Rho20.86Eff Leverage0.0005Vega