2.80Open2.70Pre Close2 Volume45 Open Interest1037.50Strike Price560.00Turnover32.29%IV2.69%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry2.80Extrinsic Value100Contract SizeAmericanOptions Type-0.2150Delta0.0087Gamma250.19Leverage Ratio-1.4078Theta-0.0210Rho-53.79Eff Leverage0.3053Vega