5.30Open5.05Pre Close1 Volume21 Open Interest18.50Strike Price530.00Turnover106.33%IV1.62%PremiumJul 26, 2024Expiry Date4.92Intrinsic Value100Multiplier4DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.9782Delta0.0190Gamma4.59Leverage Ratio-0.0159Theta0.0022Rho4.49Eff Leverage0.0013Vega