2.65Open4.02Pre Close2 Volume115 Open Interest13.00Strike Price530.00Turnover89.03%IV3.57%PremiumAug 16, 2024Expiry Date2.11Intrinsic Value100Multiplier24DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.7818Delta0.0839Gamma5.70Leverage Ratio-0.0222Theta0.0063Rho4.46Eff Leverage0.0116Vega