2.65Open6.95Pre Close2 Volume657 Open Interest135.00Strike Price530.00Turnover39.30%IV0.23%PremiumJul 19, 2024Expiry Date2.35Intrinsic Value100Multiplier3DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.6533Delta0.0678Gamma37.63Leverage Ratio-0.2537Theta-0.0088Rho-24.58Eff Leverage0.0513Vega