0.05Open0.25Pre Close60 Volume826 Open Interest26.00Strike Price537.00Turnover82.41%IV13.83%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0840Delta0.0763Gamma305.60Leverage Ratio-0.0347Theta0.0002Rho25.67Eff Leverage0.0038Vega