5.38Open5.00Pre Close1 Volume1.36K Open Interest65.00Strike Price538.00Turnover41.87%IV0.57%PremiumJul 19, 2024Expiry Date4.98Intrinsic Value100Multiplier5DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.9284Delta0.0376Gamma13.59Leverage Ratio-0.0506Theta0.0092Rho12.62Eff Leverage0.0118Vega