3.60Open4.20Pre Close2 Volume8 Open Interest102.12Strike Price560.00Turnover94.51%IV9.50%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry2.00Extrinsic Value100Contract SizeAmericanOptions Type0.2781Delta0.0321Gamma55.94Leverage Ratio-0.3687Theta0.0033Rho15.56Eff Leverage0.0371Vega