0.02Open0.03Pre Close512 Volume2.33K Open Interest35.00Strike Price537.00Turnover43.29%IV9.20%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0402Delta0.0551Gamma1282.80Leverage Ratio-0.0128Theta0.0002Rho51.51Eff Leverage0.0031Vega