2.85Open1.90Pre Close2 Volume300 Open Interest165.00Strike Price560.00Turnover31.63%IV5.80%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry2.75Extrinsic Value100Contract SizeAmericanOptions Type0.3318Delta0.0296Gamma61.58Leverage Ratio-0.1099Theta0.0300Rho20.43Eff Leverage0.1408Vega