0.21Open0.20Pre Close33 Volume300 Open Interest7.00Strike Price530.00Turnover234.10%IV10.85%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3551Delta0.3257Gamma25.80Leverage Ratio-0.1138Theta0.0001Rho9.16Eff Leverage0.0018Vega