2.03Open0.60Pre Close1.20K Volume360 Open Interest177.50Strike Price535.69KTurnover55.61%IV0.02%PremiumDec 6, 2024Expiry Date5.47Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9688Delta0.0251Gamma30.72Leverage Ratio-0.2695Theta-0.0012Rho-29.76Eff Leverage0.0036Vega