2.03Open0.60Pre Close1.20K Volume668 Open Interest177.50Strike Price535.69KTurnover61.19%IV0.02%PremiumDec 6, 2024Expiry Date5.47Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9194Delta0.0395Gamma30.72Leverage Ratio-0.5620Theta-0.0018Rho-28.24Eff Leverage0.0093Vega