0.09Open0.06Pre Close61 Volume485 Open Interest51.00Strike Price547.00Turnover21.50%IV2.28%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.1636Delta0.2059Gamma496.38Leverage Ratio-0.0344Theta-0.0009Rho-81.22Eff Leverage0.0138Vega