5.36Open1.35Pre Close1 Volume292 Open Interest120.00Strike Price536.00Turnover46.03%IV1.30%PremiumJul 19, 2024Expiry Date3.75Intrinsic Value100Multiplier3DDays to Expiry1.61Extrinsic Value100Contract SizeAmericanOptions Type0.7691Delta0.0562Gamma27.20Leverage Ratio-0.2727Theta0.0082Rho20.92Eff Leverage0.0358Vega