5.59Open11.87Pre Close864 Volume26 Open Interest147.00Strike Price296.58KTurnover90.30%IV1.99%PremiumJul 26, 2024Expiry Date2.14Intrinsic Value100Multiplier0DDays to Expiry2.97Extrinsic Value100Contract SizeAmericanOptions Type0.6285Delta0.0527Gamma36.82Leverage Ratio-1.8824Theta0.0025Rho23.14Eff Leverage0.0300Vega