2.03Open0.60Pre Close1.20K Volume668 Open Interest177.50Strike Price535.69KTurnover67.24%IV0.02%PremiumDec 6, 2024Expiry Date5.47Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9199Delta0.0393Gamma30.72Leverage Ratio-0.6803Theta-0.0015Rho-28.26Eff Leverage0.0084Vega