0.05Open0.20Pre Close107 Volume170 Open Interest340.00Strike Price526.00Turnover248.09%IV47.94%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0048Delta0.0004Gamma4597.00Leverage Ratio-0.0500Theta0.0000Rho22.09Eff Leverage0.0019Vega