2.80Open3.45Pre Close2 Volume12 Open Interest47.50Strike Price560.00Turnover25.21%IV0.64%PremiumJul 19, 2024Expiry Date2.48Intrinsic Value100Multiplier12DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.8711Delta0.0884Gamma18.34Leverage Ratio-0.0250Theta0.0146Rho15.98Eff Leverage0.0198Vega