0.15Open0.26Pre Close29 Volume45 Open Interest53.00Strike Price560.00Turnover53.95%IV7.47%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1122Delta0.0675Gamma329.70Leverage Ratio-0.0631Theta0.0006Rho36.98Eff Leverage0.0100Vega