5.35Open3.20Pre Close1 Volume30 Open Interest155.00Strike Price535.00Turnover51.10%IV6.44%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry5.35Extrinsic Value100Contract SizeAmericanOptions Type0.4250Delta0.0242Gamma31.72Leverage Ratio-0.2075Theta0.0263Rho13.48Eff Leverage0.1244Vega