0.10Open0.15Pre Close40 Volume116 Open Interest11.00Strike Price550.00Turnover93.70%IV8.79%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1956Delta0.3107Gamma118.95Leverage Ratio-0.0522Theta-0.0002Rho-23.26Eff Leverage0.0026Vega