0.80Open4.38Pre Close7 Volume19 Open Interest31.00Strike Price560.00Turnover47.74%IV3.52%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.4519Delta0.2274Gamma53.43Leverage Ratio-0.0721Theta0.0019Rho24.14Eff Leverage0.0145Vega