2.80Open2.70Pre Close2 Volume45 Open Interest1037.50Strike Price560.00Turnover32.10%IV2.51%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry2.80Extrinsic Value100Contract SizeAmericanOptions Type-0.1954Delta0.0083Gamma241.20Leverage Ratio-1.3310Theta-0.0186Rho-47.14Eff Leverage0.2852Vega