5.05Open4.45Pre Close1 Volume38 Open Interest55.00Strike Price505.00Turnover46.20%IV0.70%PremiumJul 26, 2024Expiry Date4.63Intrinsic Value100Multiplier4DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.9450Delta0.0359Gamma12.49Leverage Ratio-0.0415Theta0.0065Rho11.80Eff Leverage0.0075Vega