5.60Open5.83Pre Close1 Volume15 Open Interest230.00Strike Price560.00Turnover22.39%IV1.58%PremiumOct 18, 2024Expiry Date2.00Intrinsic Value100Multiplier21DDays to Expiry3.60Extrinsic Value100Contract SizeAmericanOptions Type-0.5386Delta0.0331Gamma40.35Leverage Ratio-0.1029Theta-0.0604Rho-21.74Eff Leverage0.2160Vega