5.38Open5.00Pre Close1 Volume1.36K Open Interest65.00Strike Price538.00Turnover42.45%IV0.57%PremiumJul 19, 2024Expiry Date4.98Intrinsic Value100Multiplier5DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.9279Delta0.0377Gamma13.59Leverage Ratio-0.0518Theta0.0090Rho12.61Eff Leverage0.0118Vega