5.60Open7.75Pre Close1 Volume19 Open Interest185.00Strike Price560.00Turnover27.76%IV1.36%PremiumDec 20, 2024Expiry Date3.12Intrinsic Value100Multiplier14DDays to Expiry2.48Extrinsic Value100Contract SizeAmericanOptions Type-0.6019Delta0.0391Gamma32.48Leverage Ratio-0.1250Theta-0.0380Rho-19.55Eff Leverage0.1387Vega