8.23Open6.65Pre Close1.18K Volume13.26K Open Interest165.00Strike Price527.62KTurnover40.40%IV0.61%PremiumJul 19, 2024Expiry Date4.38Intrinsic Value100Multiplier3DDays to Expiry1.03Extrinsic Value100Contract SizeAmericanOptions Type0.7602Delta0.0473Gamma31.37Leverage Ratio-0.3343Theta0.0114Rho23.84Eff Leverage0.0505Vega