5.35Open6.14Pre Close1 Volume8 Open Interest17.00Strike Price535.00Turnover877.85%IV-1.46%PremiumJul 5, 2024Expiry Date5.68Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8962Delta0.0312Gamma3.78Leverage Ratio-1.6849Theta0.0001Rho3.39Eff Leverage0.0012Vega