5.60Open5.60Pre Close1 Volume0 Open Interest35.00Strike Price560.00Turnover81.76%IV1.93%PremiumDec 20, 2024Expiry Date5.02Intrinsic Value100Multiplier24DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type-0.7354Delta0.0530Gamma5.12Leverage Ratio-0.0404Theta-0.0149Rho-3.77Eff Leverage0.0250Vega