5.60Open7.75Pre Close1 Volume18 Open Interest185.00Strike Price560.00Turnover29.30%IV1.36%PremiumDec 20, 2024Expiry Date3.12Intrinsic Value100Multiplier15DDays to Expiry2.48Extrinsic Value100Contract SizeAmericanOptions Type-0.5924Delta0.0364Gamma30.83Leverage Ratio-0.1302Theta-0.0395Rho-18.26Eff Leverage0.1428Vega