0.25Open0.35Pre Close21 Volume660 Open Interest25.00Strike Price535.00Turnover17.31%IV1.20%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.5213Delta0.6690Gamma100.00Leverage Ratio-0.0197Theta0.0024Rho52.13Eff Leverage0.0137Vega