36.07Open75.00Pre Close71 Volume9 Open Interest1705.00Strike Price531.72KTurnover100.45%IV3.37%PremiumAug 2, 2024Expiry Date20.15Intrinsic Value100Multiplier4DDays to Expiry56.85Extrinsic Value100Contract SizeAmericanOptions Type-0.5212Delta0.0022Gamma20.55Leverage Ratio-9.1756Theta-0.1010Rho-10.71Eff Leverage0.7119Vega