5.30Open6.50Pre Close1 Volume118 Open Interest125.00Strike Price530.00Turnover36.06%IV3.36%PremiumJul 19, 2024Expiry Date1.06Intrinsic Value100Multiplier19DDays to Expiry4.24Extrinsic Value100Contract SizeAmericanOptions Type0.5702Delta0.0375Gamma25.73Leverage Ratio-0.1171Theta0.0356Rho14.67Eff Leverage0.1142Vega