0.70Open2.93Pre Close29 Volume4 Open Interest47.00Strike Price560.00Turnover167.49%IV0.04%PremiumDec 13, 2024Expiry Date0.03Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.5173Delta3.3485Gamma940.60Leverage Ratio-29.1988Theta0.0000Rho486.54Eff Leverage0.0003Vega