0.07Open0.07Pre Close81 Volume978 Open Interest1.00Strike Price557.00Turnover1377.58%IV2.80%PremiumJul 12, 2024Expiry Date0.07Intrinsic Value100Multiplier-1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.7081Delta2.2632Gamma10.70Leverage Ratio-0.6874Theta0.0000Rho7.58Eff Leverage0.0000Vega