0.25Open0.10Pre Close18 Volume126 Open Interest27.00Strike Price537.00Turnover70.28%IV2.10%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.3819Delta0.3986Gamma106.76Leverage Ratio-0.1980Theta0.0003Rho40.78Eff Leverage0.0052Vega