0.65Open2.95Pre Close8 Volume17 Open Interest87.50Strike Price520.00Turnover18.34%IV2.93%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.3227Delta0.1056Gamma122.34Leverage Ratio-0.0399Theta0.0126Rho39.48Eff Leverage0.0665Vega