0.40Open0.48Pre Close14 Volume100 Open Interest41.00Strike Price560.00Turnover27.28%IV6.26%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.1983Delta0.0910Gamma123.74Leverage Ratio-0.0165Theta-0.0054Rho-24.53Eff Leverage0.0312Vega