0.30Open0.37Pre Close45 Volume527 Open Interest25.50Strike Price561.00Turnover27.42%IV1.46%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.3129Delta0.6027Gamma214.63Leverage Ratio-0.0439Theta-0.0005Rho-67.15Eff Leverage0.0076Vega