0.80Open1.10Pre Close7 Volume212 Open Interest50.00Strike Price560.00Turnover34.75%IV2.77%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.4260Delta0.1587Gamma65.91Leverage Ratio-0.0687Theta0.0042Rho28.08Eff Leverage0.0279Vega