1.78Open2.30Pre Close4 Volume45 Open Interest20.50Strike Price560.00Turnover119.27%IV1.31%PremiumSep 27, 2024Expiry Date0.92Intrinsic Value100Multiplier3DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.6717Delta0.1526Gamma15.14Leverage Ratio-0.1485Theta0.0011Rho10.17Eff Leverage0.0072Vega