5.36Open3.04Pre Close1 Volume4 Open Interest38.50Strike Price536.00Turnover47.22%IV0.29%PremiumAug 2, 2024Expiry Date5.24Intrinsic Value100Multiplier3DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.9978Delta0.0034Gamma8.33Leverage Ratio-0.0066Theta0.0036Rho8.31Eff Leverage0.0003Vega