1.07Open1.68Pre Close5 Volume1.60K Open Interest22.00Strike Price535.00Turnover60.24%IV1.32%PremiumJul 19, 2024Expiry Date0.77Intrinsic Value100Multiplier0DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.9064Delta0.3113Gamma28.64Leverage Ratio-0.0810Theta0.0003Rho25.96Eff Leverage0.0015Vega