0.90Open0.95Pre Close6 Volume20 Open Interest712.50Strike Price520.00Turnover36.72%IV7.30%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.0290Delta0.0021Gamma2193.86Leverage Ratio-0.1953Theta-0.0024Rho-63.57Eff Leverage0.0556Vega