2.03Open0.60Pre Close1.20K Volume668 Open Interest177.50Strike Price535.69KTurnover58.82%IV0.02%PremiumDec 6, 2024Expiry Date5.47Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9191Delta0.0396Gamma30.72Leverage Ratio-0.5188Theta-0.0020Rho-28.24Eff Leverage0.0097Vega