0.08Open0.17Pre Close98 Volume585 Open Interest61.50Strike Price538.00Turnover160.99%IV19.13%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0221Delta0.0120Gamma1476.00Leverage Ratio-0.0350Theta0.0000Rho32.63Eff Leverage0.0014Vega