0.29Open0.14Pre Close60 Volume886 Open Interest165.00Strike Price506.00Turnover91.49%IV28.03%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0074Delta0.0016Gamma4296.33Leverage Ratio-0.0217Theta0.0001Rho31.69Eff Leverage0.0028Vega