0.54Open0.88Pre Close19.25K Volume11.10K Open Interest35.00Strike Price560.67KTurnover57.93%IV0.86%PremiumJul 19, 2024Expiry Date0.13Intrinsic Value100Multiplier0DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.5476Delta0.4183Gamma78.36Leverage Ratio-0.2371Theta-0.0004Rho-42.91Eff Leverage0.0065Vega