5.60Open3.70Pre Close1 Volume19 Open Interest21.00Strike Price560.00Turnover129.53%IV7.04%PremiumJan 17, 2025Expiry Date3.85Intrinsic Value100Multiplier25DDays to Expiry1.75Extrinsic Value100Contract SizeAmericanOptions Type0.7482Delta0.0378Gamma4.60Leverage Ratio-0.0554Theta0.0091Rho3.44Eff Leverage0.0208Vega