5.60Open5.39Pre Close1 Volume614 Open Interest40.00Strike Price560.00Turnover63.83%IV2.69%PremiumJan 17, 2025Expiry Date4.65Intrinsic Value100Multiplier25DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type-0.7422Delta0.0559Gamma6.55Leverage Ratio-0.0353Theta-0.0172Rho-4.86Eff Leverage0.0297Vega