5.60Open5.60Pre Close1 Volume0 Open Interest130.00Strike Price560.00Turnover26.11%IV2.46%PremiumDec 20, 2024Expiry Date2.46Intrinsic Value100Multiplier27DDays to Expiry3.14Extrinsic Value100Contract SizeAmericanOptions Type-0.5780Delta0.0436Gamma26.43Leverage Ratio-0.0575Theta-0.0484Rho-15.28Eff Leverage0.1369Vega