5.60Open6.00Pre Close1 Volume564 Open Interest235.00Strike Price560.00Turnover28.77%IV-0.05%PremiumDec 6, 2024Expiry Date5.73Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8110Delta0.0371Gamma37.04Leverage Ratio-0.2710Theta0.0208Rho30.04Eff Leverage0.0685Vega