0.15Open0.15Pre Close36 Volume658 Open Interest3.50Strike Price535.00Turnover90.45%IV4.59%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.4151Delta0.8453Gamma23.41Leverage Ratio-0.0122Theta-0.0003Rho-9.72Eff Leverage0.0020Vega