0.02Open0.15Pre Close280 Volume633 Open Interest360.00Strike Price560.00Turnover117.09%IV35.08%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0024Delta0.0003Gamma13326.00Leverage Ratio-0.0184Theta0.0001Rho32.60Eff Leverage0.0018Vega