0.70Open0.50Pre Close8 Volume17 Open Interest70.00Strike Price560.00Turnover46.45%IV3.82%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.3342Delta0.0658Gamma56.51Leverage Ratio-0.1003Theta-0.0064Rho-18.88Eff Leverage0.0434Vega