5.60Open6.65Pre Close1 Volume79 Open Interest125.00Strike Price560.00Turnover25.12%IV-0.72%PremiumJul 19, 2024Expiry Date6.45Intrinsic Value100Multiplier14DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8502Delta0.0445Gamma17.56Leverage Ratio-0.0366Theta-0.0267Rho-14.93Eff Leverage0.0544Vega