0.70Open0.45Pre Close8 Volume417 Open Interest20.00Strike Price560.00Turnover122.42%IV10.61%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.3586Delta0.1188Gamma26.74Leverage Ratio-0.0869Theta0.0011Rho9.59Eff Leverage0.0096Vega