0.05Open0.07Pre Close132 Volume87 Open Interest19.50Strike Price560.00Turnover117.74%IV19.07%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0703Delta0.0730Gamma298.36Leverage Ratio-0.0328Theta0.0001Rho20.98Eff Leverage0.0021Vega