2.15Open2.20Pre Close3 Volume22 Open Interest185.00Strike Price560.00Turnover28.83%IV4.14%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry1.30Extrinsic Value100Contract SizeAmericanOptions Type0.2840Delta0.0353Gamma108.42Leverage Ratio-0.1360Theta0.0170Rho30.79Eff Leverage0.1128Vega