2.85Open1.90Pre Close2 Volume300 Open Interest165.00Strike Price560.00Turnover31.70%IV5.80%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry2.75Extrinsic Value100Contract SizeAmericanOptions Type0.3317Delta0.0296Gamma61.58Leverage Ratio-0.1103Theta0.0299Rho20.43Eff Leverage0.1406Vega