5.60Open7.75Pre Close1 Volume18 Open Interest185.00Strike Price560.00Turnover28.97%IV1.44%PremiumDec 20, 2024Expiry Date2.97Intrinsic Value100Multiplier15DDays to Expiry2.63Extrinsic Value100Contract SizeAmericanOptions Type-0.5978Delta0.0365Gamma31.66Leverage Ratio-0.1272Theta-0.0401Rho-18.92Eff Leverage0.1429Vega