5.60Open5.70Pre Close1 Volume41 Open Interest220.00Strike Price560.00Turnover16.19%IV1.63%PremiumDec 20, 2024Expiry Date1.98Intrinsic Value100Multiplier23DDays to Expiry3.62Extrinsic Value100Contract SizeAmericanOptions Type0.6212Delta0.0423Gamma44.40Leverage Ratio-0.0915Theta0.0831Rho27.58Eff Leverage0.2112Vega