0.40Open0.08Pre Close89 Volume470 Open Interest230.00Strike Price526.00Turnover46.09%IV11.08%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0081Delta0.0017Gamma7388.29Leverage Ratio-0.0246Theta-0.0002Rho-59.92Eff Leverage0.0062Vega