0.90Open0.75Pre Close6 Volume65 Open Interest32.00Strike Price560.00Turnover15.64%IV0.42%PremiumAug 16, 2024Expiry Date0.82Intrinsic Value100Multiplier23DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.7392Delta0.3014Gamma32.82Leverage Ratio-0.0062Theta-0.0097Rho-24.26Eff Leverage0.0250Vega