0.43Open0.57Pre Close14 Volume89 Open Interest857.50Strike Price549.00Turnover24.16%IV5.19%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.0299Delta0.0032Gamma3328.82Leverage Ratio-0.1434Theta0.0028Rho99.69Eff Leverage0.0600Vega