5.27Open2.90Pre Close1 Volume16 Open Interest52.50Strike Price527.00Turnover99.54%IV0.63%PremiumJul 19, 2024Expiry Date4.91Intrinsic Value100Multiplier5DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.7833Delta0.0408Gamma9.73Leverage Ratio-0.1923Theta0.0062Rho7.62Eff Leverage0.0212Vega