5.60Open7.75Pre Close1 Volume18 Open Interest185.00Strike Price560.00Turnover29.76%IV1.36%PremiumDec 20, 2024Expiry Date3.12Intrinsic Value100Multiplier14DDays to Expiry2.48Extrinsic Value100Contract SizeAmericanOptions Type-0.5928Delta0.0364Gamma30.83Leverage Ratio-0.1349Theta-0.0383Rho-18.27Eff Leverage0.1404Vega