2.03Open0.60Pre Close1.20K Volume668 Open Interest177.50Strike Price535.69KTurnover43.32%IV0.02%PremiumDec 6, 2024Expiry Date5.47Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9166Delta0.0404Gamma30.72Leverage Ratio-0.2778Theta-0.0035Rho-28.16Eff Leverage0.0137Vega