0.05Open0.85Pre Close87 Volume848 Open Interest48.00Strike Price592.00Turnover63.50%IV8.72%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0563Delta0.0371Gamma700.40Leverage Ratio-0.0481Theta-0.0002Rho-39.44Eff Leverage0.0055Vega