0.04Open0.04Pre Close165 Volume244 Open Interest66.00Strike Price500.00Turnover28.14%IV5.26%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0356Delta0.0373Gamma2320.67Leverage Ratio-0.0166Theta-0.0003Rho-82.57Eff Leverage0.0058Vega