5.36Open3.04Pre Close1 Volume4 Open Interest38.50Strike Price536.00Turnover60.30%IV0.34%PremiumAug 2, 2024Expiry Date5.21Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.9875Delta0.0127Gamma8.37Leverage Ratio-0.0141Theta0.0035Rho8.26Eff Leverage0.0014Vega