5.30Open5.45Pre Close1 Volume1.64K Open Interest67.50Strike Price530.00Turnover35.00%IV2.80%PremiumAug 16, 2024Expiry Date3.51Intrinsic Value100Multiplier24DDays to Expiry1.79Extrinsic Value100Contract SizeAmericanOptions Type-0.6980Delta0.0619Gamma14.54Leverage Ratio-0.0356Theta-0.0256Rho-10.15Eff Leverage0.0579Vega