5.36Open3.04Pre Close1 Volume4 Open Interest38.50Strike Price536.00Turnover60.31%IV0.29%PremiumAug 2, 2024Expiry Date5.24Intrinsic Value100Multiplier3DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.9875Delta0.0127Gamma8.33Leverage Ratio-0.0141Theta0.0035Rho8.23Eff Leverage0.0014Vega