2.80Open2.82Pre Close2 Volume281 Open Interest70.00Strike Price560.00Turnover23.06%IV0.90%PremiumJan 17, 2025Expiry Date2.19Intrinsic Value100Multiplier7DDays to Expiry0.61Extrinsic Value100Contract SizeAmericanOptions Type-0.8397Delta0.1176Gamma30.14Leverage Ratio-0.0317Theta-0.0084Rho-25.31Eff Leverage0.0230Vega