0.56Open0.70Pre Close10 Volume8 Open Interest27.00Strike Price560.00Turnover110.14%IV-0.34%PremiumAug 16, 2024Expiry Date0.65Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.6050Delta0.1853Gamma21.96Leverage Ratio-0.2461Theta-0.0008Rho-13.28Eff Leverage0.0073Vega