0.35Open0.38Pre Close19 Volume540 Open Interest295.00Strike Price500.00Turnover73.89%IV11.37%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.0578Delta0.0044Gamma500.02Leverage Ratio-0.3296Theta-0.0021Rho-28.91Eff Leverage0.0408Vega