0.43Open1.06Pre Close12 Volume21 Open Interest690.00Strike Price554.00Turnover64.11%IV11.44%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.0332Delta0.0014Gamma1112.20Leverage Ratio-0.4051Theta-0.0027Rho-36.91Eff Leverage0.0604Vega