0.05Open0.70Pre Close107 Volume2 Open Interest500.00Strike Price545.00Turnover56.61%IV37.09%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0040Delta0.0003Gamma7295.40Leverage Ratio-0.0148Theta0.0006Rho28.93Eff Leverage0.0088Vega