0.80Open4.38Pre Close7 Volume19 Open Interest31.00Strike Price560.00Turnover45.47%IV3.52%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.4523Delta0.2277Gamma53.43Leverage Ratio-0.0653Theta0.0021Rho24.16Eff Leverage0.0152Vega