2.03Open0.60Pre Close1.20K Volume360 Open Interest177.50Strike Price535.69KTurnover70.94%IV0.02%PremiumDec 6, 2024Expiry Date5.47Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9201Delta0.0393Gamma30.72Leverage Ratio-0.7580Theta-0.0014Rho-28.27Eff Leverage0.0079Vega