1.70Open2.02Pre Close3 Volume51 Open Interest44.50Strike Price533.00Turnover53.80%IV1.25%PremiumAug 2, 2024Expiry Date1.28Intrinsic Value100Multiplier4DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type0.6923Delta0.1247Gamma24.29Leverage Ratio-0.1126Theta0.0039Rho16.81Eff Leverage0.0184Vega