0.70Open1.23Pre Close8 Volume3 Open Interest25.00Strike Price560.00Turnover68.71%IV10.97%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.3685Delta0.0940Gamma25.04Leverage Ratio-0.0340Theta0.0048Rho9.23Eff Leverage0.0220Vega