0.20Open0.30Pre Close28 Volume662 Open Interest2.50Strike Price560.00Turnover92.57%IV9.09%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.4331Delta0.8112Gamma14.46Leverage Ratio-0.0060Theta-0.0005Rho-6.26Eff Leverage0.0021Vega