0.09Open0.05Pre Close96 Volume346 Open Interest65.00Strike Price602.00Turnover34.72%IV2.73%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0894Delta0.1328Gamma1266.40Leverage Ratio-0.0500Theta0.0002Rho113.24Eff Leverage0.0057Vega