0.07Open0.71Pre Close9.24K Volume2.80K Open Interest65.00Strike Price560.91KTurnover133.74%IV0.02%PremiumJul 12, 2024Expiry Date0.48Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.7028Delta0.3908Gamma100.03Leverage Ratio-4.0520Theta0.0000Rho-70.30Eff Leverage0.0023Vega