5.60Open6.10Pre Close1 Volume58 Open Interest380.00Strike Price560.00Turnover16.03%IV1.69%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry5.60Extrinsic Value100Contract SizeAmericanOptions Type0.5065Delta0.0315Gamma75.09Leverage Ratio-0.1868Theta0.0812Rho38.03Eff Leverage0.3151Vega