0.54Open0.88Pre Close19.25K Volume11.44K Open Interest35.00Strike Price560.67KTurnover60.41%IV0.86%PremiumJul 19, 2024Expiry Date0.13Intrinsic Value100Multiplier0DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.5477Delta0.4185Gamma78.36Leverage Ratio-0.2581Theta-0.0004Rho-42.92Eff Leverage0.0062Vega