5.59Open11.87Pre Close864 Volume26 Open Interest147.00Strike Price296.58KTurnover86.85%IV1.99%PremiumJul 26, 2024Expiry Date2.14Intrinsic Value100Multiplier1DDays to Expiry2.97Extrinsic Value100Contract SizeAmericanOptions Type0.6286Delta0.0527Gamma36.82Leverage Ratio-1.6881Theta0.0027Rho23.15Eff Leverage0.0312Vega