5.60Open7.75Pre Close1 Volume18 Open Interest185.00Strike Price560.00Turnover29.37%IV1.36%PremiumDec 20, 2024Expiry Date3.12Intrinsic Value100Multiplier15DDays to Expiry2.48Extrinsic Value100Contract SizeAmericanOptions Type-0.5925Delta0.0364Gamma30.83Leverage Ratio-0.1309Theta-0.0393Rho-18.26Eff Leverage0.1424Vega