0.83Open1.18Pre Close4 Volume34 Open Interest757.50Strike Price504.00Turnover40.24%IV5.40%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry1.60Extrinsic Value100Contract SizeAmericanOptions Type-0.1018Delta0.0052Gamma470.04Leverage Ratio-0.6888Theta-0.0089Rho-47.84Eff Leverage0.1524Vega