0.94Open1.02Pre Close6 Volume145 Open Interest45.50Strike Price547.00Turnover27.40%IV0.48%PremiumJul 12, 2024Expiry Date0.74Intrinsic Value100Multiplier3DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.7263Delta0.2533Gamma46.71Leverage Ratio-0.0631Theta0.0035Rho33.92Eff Leverage0.0160Vega