0.08Open0.11Pre Close90 Volume46 Open Interest162.50Strike Price506.00Turnover32.57%IV7.44%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0210Delta0.0096Gamma3782.50Leverage Ratio-0.0257Theta0.0004Rho79.33Eff Leverage0.0081Vega