0.05Open0.21Pre Close67.51K Volume8.96K Open Interest551.00Strike Price535.88KTurnover15.20%IV0.70%PremiumJul 18, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.1851Delta0.0809Gamma2174.88Leverage Ratio-0.7753Theta-0.0015Rho-402.53Eff Leverage0.0579Vega