0.13Open0.19Pre Close39 Volume733 Open Interest51.00Strike Price537.00Turnover30.31%IV2.74%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.2160Delta0.1790Gamma254.73Leverage Ratio-0.0616Theta-0.0011Rho-55.03Eff Leverage0.0158Vega