5.60Open4.60Pre Close1 Volume5 Open Interest171.00Strike Price560.00Turnover21.32%IV1.73%PremiumAug 16, 2024Expiry Date2.59Intrinsic Value100Multiplier25DDays to Expiry3.01Extrinsic Value100Contract SizeAmericanOptions Type0.6410Delta0.0385Gamma30.72Leverage Ratio-0.0881Theta0.0727Rho19.69Eff Leverage0.1702Vega