5.35Open4.68Pre Close1 Volume17 Open Interest51.00Strike Price535.00Turnover90.49%IV0.33%PremiumJul 26, 2024Expiry Date5.20Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.8921Delta0.0489Gamma8.52Leverage Ratio-0.0994Theta-0.0032Rho-7.60Eff Leverage0.0079Vega