5.60Open7.75Pre Close1 Volume18 Open Interest185.00Strike Price560.00Turnover28.50%IV1.37%PremiumDec 20, 2024Expiry Date3.11Intrinsic Value100Multiplier15DDays to Expiry2.49Extrinsic Value100Contract SizeAmericanOptions Type-0.5879Delta0.0372Gamma31.63Leverage Ratio-0.1261Theta-0.0396Rho-18.60Eff Leverage0.1442Vega