5.60Open4.10Pre Close1 Volume43 Open Interest113.00Strike Price560.00Turnover39.27%IV1.73%PremiumJan 17, 2025Expiry Date3.71Intrinsic Value100Multiplier9DDays to Expiry1.89Extrinsic Value100Contract SizeAmericanOptions Type-0.7134Delta0.0509Gamma22.77Leverage Ratio-0.1194Theta-0.0175Rho-16.24Eff Leverage0.0585Vega