0.19Open0.21Pre Close29 Volume910 Open Interest63.00Strike Price577.00Turnover37.48%IV4.49%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.1570Delta0.0946Gamma257.42Leverage Ratio-0.0667Theta0.0012Rho40.42Eff Leverage0.0163Vega