0.13Open0.17Pre Close51 Volume59 Open Interest11.50Strike Price557.00Turnover62.44%IV6.52%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2026Delta0.4145Gamma145.20Leverage Ratio-0.0268Theta0.0002Rho29.42Eff Leverage0.0031Vega