2.03Open0.60Pre Close1.20K Volume668 Open Interest177.50Strike Price535.69KTurnover51.35%IV0.02%PremiumDec 6, 2024Expiry Date5.47Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9182Delta0.0399Gamma30.72Leverage Ratio-0.3935Theta-0.0025Rho-28.21Eff Leverage0.0113Vega