2.65Open6.95Pre Close2 Volume657 Open Interest135.00Strike Price530.00Turnover39.90%IV0.23%PremiumJul 19, 2024Expiry Date2.35Intrinsic Value100Multiplier3DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.6535Delta0.0679Gamma37.63Leverage Ratio-0.2625Theta-0.0085Rho-24.59Eff Leverage0.0505Vega