2.03Open0.60Pre Close1.20K Volume668 Open Interest177.50Strike Price535.69KTurnover49.91%IV0.02%PremiumDec 6, 2024Expiry Date5.47Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9180Delta0.0399Gamma30.72Leverage Ratio-0.3713Theta-0.0027Rho-28.20Eff Leverage0.0116Vega