0.15Open0.07Pre Close50 Volume111 Open Interest1.50Strike Price536.00Turnover93.11%IV11.95%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.3527Delta1.0113Gamma15.90Leverage Ratio-0.0030Theta-0.0004Rho-5.61Eff Leverage0.0015Vega