2.00Open1.95Pre Close3 Volume2.70K Open Interest29.00Strike Price560.00Turnover41.28%IV2.63%PremiumJan 17, 2025Expiry Date1.01Intrinsic Value100Multiplier23DDays to Expiry0.79Extrinsic Value100Contract SizeAmericanOptions Type0.6578Delta0.1171Gamma16.22Leverage Ratio-0.0270Theta0.0115Rho10.67Eff Leverage0.0279Vega