1.85Open3.21Pre Close3 Volume24 Open Interest125.00Strike Price560.00Turnover52.64%IV13.89%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry1.90Extrinsic Value100Contract SizeAmericanOptions Type-0.1249Delta0.0115Gamma121.66Leverage Ratio-0.0868Theta-0.0099Rho-15.19Eff Leverage0.0700Vega