0.02Open0.60Pre Close327 Volume1.93K Open Interest472.50Strike Price560.00Turnover57.53%IV12.95%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0035Delta0.0006Gamma20917.50Leverage Ratio-0.0196Theta0.0001Rho73.96Eff Leverage0.0035Vega