0.40Open0.40Pre Close15 Volume30 Open Interest34.00Strike Price500.00Turnover174.43%IV0.53%PremiumJul 19, 2024Expiry Date0.12Intrinsic Value100Multiplier0DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.5771Delta0.6650Gamma112.93Leverage Ratio-3.2588Theta0.0000Rho-65.18Eff Leverage0.0013Vega