2.03Open0.60Pre Close1.20K Volume668 Open Interest177.50Strike Price535.69KTurnover64.02%IV0.02%PremiumDec 6, 2024Expiry Date5.47Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9196Delta0.0394Gamma30.72Leverage Ratio-0.6160Theta-0.0017Rho-28.25Eff Leverage0.0089Vega