0.04Open0.07Pre Close540 Volume994 Open Interest17.50Strike Price564.00Turnover37.77%IV1.93%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0890Delta0.6656Gamma1189.00Leverage Ratio-0.0402Theta0.0000Rho-105.80Eff Leverage0.0010Vega