2.03Open0.60Pre Close1.20K Volume360 Open Interest177.50Strike Price535.69KTurnover57.54%IV0.02%PremiumDec 6, 2024Expiry Date5.47Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9689Delta0.0249Gamma31.28Leverage Ratio-0.2885Theta-0.0011Rho-30.31Eff Leverage0.0035Vega