0.35Open0.49Pre Close15 Volume788 Open Interest77.50Strike Price560.00Turnover27.05%IV3.00%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.2261Delta0.1291Gamma252.17Leverage Ratio-0.0773Theta0.0022Rho57.01Eff Leverage0.0259Vega