6.80Open8.85Pre Close968 Volume1.50K Open Interest260.00Strike Price549.86KTurnover51.44%IV2.75%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry5.75Extrinsic Value100Contract SizeAmericanOptions Type-0.4028Delta0.0255Gamma45.86Leverage Ratio-0.6616Theta-0.0130Rho-18.47Eff Leverage0.1143Vega