0.20Open0.35Pre Close28 Volume110 Open Interest25.50Strike Price560.00Turnover49.53%IV2.95%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.3587Delta0.3725Gamma130.35Leverage Ratio-0.0929Theta-0.0006Rho-46.76Eff Leverage0.0076Vega