0.30Open0.30Pre Close19 Volume704 Open Interest380.00Strike Price557.00Turnover30.49%IV3.69%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.0591Delta0.0121Gamma1577.12Leverage Ratio-0.1915Theta-0.0014Rho-93.13Eff Leverage0.0376Vega