0.35Open0.35Pre Close16 Volume298 Open Interest70.00Strike Price527.00Turnover18.07%IV2.71%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.2243Delta0.1316Gamma238.57Leverage Ratio-0.0283Theta-0.0045Rho-53.52Eff Leverage0.0377Vega