0.13Open0.07Pre Close22.23K Volume14.22K Open Interest94.00Strike Price537.88KTurnover13.40%IV0.23%PremiumJul 17, 2024Expiry Date0.17Intrinsic Value100Multiplier1DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.6020Delta0.5261Gamma238.41Leverage Ratio-0.1632Theta0.0019Rho143.52Eff Leverage0.0211Vega