1.10Open0.45Pre Close5 Volume665 Open Interest22.50Strike Price554.00Turnover67.82%IV3.30%PremiumJul 19, 2024Expiry Date0.39Intrinsic Value100Multiplier4DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type-0.5708Delta0.2339Gamma26.80Leverage Ratio-0.0744Theta-0.0016Rho-15.30Eff Leverage0.0097Vega