0.02Open0.03Pre Close425 Volume1.79K Open Interest9.00Strike Price535.00Turnover303.18%IV98.02%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0211Delta0.0357Gamma455.00Leverage Ratio-0.0070Theta0.0000Rho9.60Eff Leverage0.0002Vega