5.36Open5.36Pre Close1 Volume0 Open Interest12.00Strike Price536.00Turnover601.08%IV0.00%PremiumJul 12, 2024Expiry Date5.36Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.7378Delta0.0788Gamma1.14Leverage Ratio-0.1714Theta-0.0010Rho-0.84Eff Leverage0.0022Vega