2.50Open2.59Pre Close2 Volume436 Open Interest67.50Strike Price560.00Turnover25.67%IV1.95%PremiumDec 20, 2024Expiry Date1.75Intrinsic Value100Multiplier28DDays to Expiry1.35Extrinsic Value100Contract SizeAmericanOptions Type0.6712Delta0.0737Gamma22.52Leverage Ratio-0.0373Theta0.0331Rho15.12Eff Leverage0.0692Vega