0.04Open0.03Pre Close121 Volume574 Open Interest9.00Strike Price594.00Turnover78.11%IV9.44%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1568Delta0.3811Gamma236.00Leverage Ratio-0.0217Theta0.0001Rho37.00Eff Leverage0.0019Vega