0.64Open0.56Pre Close11.54K Volume7.03K Open Interest33.50Strike Price540.30KTurnover41.04%IV2.01%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.4783Delta0.2751Gamma63.56Leverage Ratio-0.0778Theta0.0017Rho30.40Eff Leverage0.0141Vega