0.75Open0.60Pre Close7 Volume79 Open Interest21.00Strike Price505.00Turnover15.09%IV0.28%PremiumAug 16, 2024Expiry Date0.64Intrinsic Value100Multiplier23DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8118Delta0.3224Gamma27.05Leverage Ratio-0.0071Theta0.0110Rho21.96Eff Leverage0.0149Vega