2.48Open2.69Pre Close2 Volume1.56K Open Interest29.00Strike Price496.00Turnover36.55%IV0.46%PremiumJul 19, 2024Expiry Date2.34Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.9859Delta0.0321Gamma13.06Leverage Ratio-0.0083Theta0.0027Rho12.87Eff Leverage0.0011Vega