1.78Open2.30Pre Close4 Volume45 Open Interest20.50Strike Price560.00Turnover112.15%IV1.16%PremiumSep 27, 2024Expiry Date0.95Intrinsic Value100Multiplier3DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.6692Delta0.1634Gamma15.49Leverage Ratio-0.1400Theta0.0011Rho10.36Eff Leverage0.0072Vega