5.60Open7.75Pre Close1 Volume18 Open Interest185.00Strike Price560.00Turnover28.65%IV1.41%PremiumDec 20, 2024Expiry Date3.04Intrinsic Value100Multiplier15DDays to Expiry2.56Extrinsic Value100Contract SizeAmericanOptions Type-0.5935Delta0.0371Gamma31.65Leverage Ratio-0.1266Theta-0.0397Rho-18.78Eff Leverage0.1431Vega