0.15Open0.26Pre Close29 Volume45 Open Interest53.00Strike Price560.00Turnover54.07%IV7.55%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1120Delta0.0673Gamma329.47Leverage Ratio-0.0631Theta0.0006Rho36.90Eff Leverage0.0100Vega