2.03Open0.60Pre Close1.20K Volume668 Open Interest177.50Strike Price535.69KTurnover56.55%IV0.02%PremiumDec 6, 2024Expiry Date5.47Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9189Delta0.0396Gamma30.72Leverage Ratio-0.4790Theta-0.0021Rho-28.23Eff Leverage0.0101Vega