5.60Open5.70Pre Close1 Volume202 Open Interest30.00Strike Price560.00Turnover83.27%IV2.24%PremiumNov 15, 2024Expiry Date4.82Intrinsic Value100Multiplier22DDays to Expiry0.78Extrinsic Value100Contract SizeAmericanOptions Type0.8050Delta0.0383Gamma6.22Leverage Ratio-0.0474Theta0.0136Rho5.00Eff Leverage0.0238Vega