5.30Open4.90Pre Close1 Volume101 Open Interest18.50Strike Price530.00Turnover206.71%IV1.12%PremiumAug 2, 2024Expiry Date5.15Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.9132Delta0.0540Gamma2.54Leverage Ratio-0.0490Theta-0.0016Rho-2.32Eff Leverage0.0023Vega