0.35Open0.41Pre Close16 Volume109 Open Interest25.00Strike Price560.00Turnover22.68%IV2.65%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.3621Delta0.3461Gamma92.07Leverage Ratio-0.0147Theta-0.0030Rho-33.34Eff Leverage0.0180Vega