0.25Open0.10Pre Close18 Volume126 Open Interest27.00Strike Price537.00Turnover73.66%IV2.10%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.3818Delta0.3984Gamma106.76Leverage Ratio-0.2173Theta0.0002Rho40.77Eff Leverage0.0050Vega