0.38Open0.05Pre Close26 Volume631 Open Interest77.00Strike Price533.00Turnover51.49%IV8.66%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0368Delta0.0186Gamma1296.62Leverage Ratio-0.0398Theta-0.0003Rho-47.75Eff Leverage0.0068Vega