5.38Open5.00Pre Close1 Volume1.36K Open Interest65.00Strike Price538.00Turnover44.94%IV0.57%PremiumJul 19, 2024Expiry Date4.98Intrinsic Value100Multiplier4DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.9261Delta0.0381Gamma13.59Leverage Ratio-0.0573Theta0.0081Rho12.58Eff Leverage0.0114Vega