5.60Open6.45Pre Close1 Volume13 Open Interest140.00Strike Price560.00Turnover54.98%IV2.18%PremiumDec 20, 2024Expiry Date2.60Intrinsic Value100Multiplier24DDays to Expiry3.00Extrinsic Value100Contract SizeAmericanOptions Type-0.5171Delta0.0204Gamma15.18Leverage Ratio-0.1519Theta-0.0474Rho-7.85Eff Leverage0.1422Vega