0.03Open0.02Pre Close112 Volume27.64K Open Interest4.00Strike Price536.00Turnover76.02%IV21.62%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1728Delta0.4384Gamma66.60Leverage Ratio-0.0039Theta0.0003Rho11.51Eff Leverage0.0020Vega