0.25Open0.10Pre Close18 Volume126 Open Interest27.00Strike Price537.00Turnover60.41%IV2.10%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.3823Delta0.3992Gamma106.76Leverage Ratio-0.1840Theta0.0003Rho40.81Eff Leverage0.0060Vega