18.37Open16.17Pre Close300 Volume971 Open Interest90.00Strike Price539.76KTurnover34.24%IV0.45%PremiumAug 16, 2024Expiry Date15.53Intrinsic Value100Multiplier22DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.9754Delta0.0065Gamma6.64Leverage Ratio-0.0237Theta0.0528Rho6.47Eff Leverage0.0150Vega