0.13Open0.15Pre Close38 Volume923 Open Interest10.00Strike Price540.00Turnover40.35%IV6.53%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.2527Delta0.4666Gamma94.90Leverage Ratio-0.0098Theta0.0007Rho23.98Eff Leverage0.0054Vega