5.60Open5.60Pre Close1 Volume0 Open Interest130.00Strike Price560.00Turnover26.48%IV2.46%PremiumDec 20, 2024Expiry Date2.46Intrinsic Value100Multiplier27DDays to Expiry3.14Extrinsic Value100Contract SizeAmericanOptions Type-0.5785Delta0.0436Gamma26.43Leverage Ratio-0.0595Theta-0.0470Rho-15.29Eff Leverage0.1347Vega