5.36Open3.04Pre Close1 Volume4 Open Interest38.50Strike Price536.00Turnover112.65%IV0.37%PremiumAug 2, 2024Expiry Date5.20Intrinsic Value100Multiplier3DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.8857Delta0.0401Gamma8.87Leverage Ratio-0.1332Theta0.0032Rho7.86Eff Leverage0.0083Vega