0.06Open0.07Pre Close90 Volume555 Open Interest1.00Strike Price560.00Turnover49.08%IV2.88%PremiumJan 17, 2025Expiry Date0.04Intrinsic Value100Multiplier23DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.6548Delta2.8339Gamma13.87Leverage Ratio-0.0011Theta0.0004Rho9.08Eff Leverage0.0010Vega