2.80Open2.95Pre Close2 Volume160 Open Interest40.00Strike Price560.00Turnover37.95%IV0.67%PremiumAug 16, 2024Expiry Date2.55Intrinsic Value100Multiplier21DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.7417Delta0.0968Gamma12.59Leverage Ratio-0.0224Theta-0.0139Rho-9.34Eff Leverage0.0294Vega