2.03Open0.60Pre Close1.20K Volume668 Open Interest177.50Strike Price535.69KTurnover44.20%IV0.02%PremiumDec 6, 2024Expiry Date5.47Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9168Delta0.0403Gamma30.72Leverage Ratio-0.2895Theta-0.0034Rho-28.16Eff Leverage0.0133Vega