2.03Open0.60Pre Close1.20K Volume668 Open Interest177.50Strike Price535.69KTurnover48.58%IV0.02%PremiumDec 6, 2024Expiry Date5.47Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9177Delta0.0400Gamma30.72Leverage Ratio-0.3514Theta-0.0028Rho-28.19Eff Leverage0.0120Vega