0.08Open0.10Pre Close76 Volume553 Open Interest121.00Strike Price500.00Turnover100.51%IV11.64%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0232Delta0.0093Gamma2168.60Leverage Ratio-0.0500Theta0.0001Rho50.21Eff Leverage0.0032Vega