0.10Open0.10Pre Close106 Volume1 Open Interest30.00Strike Price560.00Turnover62.43%IV8.66%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1170Delta0.1094Gamma277.00Leverage Ratio-0.0432Theta0.0003Rho32.41Eff Leverage0.0056Vega