0.35Open0.32Pre Close12 Volume530 Open Interest97.50Strike Price587.00Turnover32.59%IV5.63%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.1270Delta0.0517Gamma370.44Leverage Ratio-0.0648Theta0.0020Rho47.05Eff Leverage0.0257Vega