0.35Open0.49Pre Close15 Volume788 Open Interest77.50Strike Price560.00Turnover27.30%IV3.00%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.2261Delta0.1291Gamma252.17Leverage Ratio-0.0787Theta0.0021Rho57.00Eff Leverage0.0257Vega