0.02Open0.04Pre Close550 Volume7.13K Open Interest150.00Strike Price557.00Turnover160.01%IV30.56%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0013Delta0.0002Gamma21599.00Leverage Ratio-0.0099Theta0.0000Rho-27.74Eff Leverage0.0007Vega