0.70Open2.93Pre Close29 Volume4 Open Interest47.00Strike Price560.00Turnover121.03%IV0.04%PremiumDec 13, 2024Expiry Date0.03Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.6422Delta4.5272Gamma940.60Leverage Ratio-20.5732Theta0.0000Rho604.10Eff Leverage0.0003Vega