2.60Open2.60Pre Close2 Volume0 Open Interest22.50Strike Price535.00Turnover197.06%IV9.11%PremiumJan 17, 2025Expiry Date0.77Intrinsic Value100Multiplier7DDays to Expiry1.98Extrinsic Value100Contract SizeAmericanOptions Type-0.4827Delta0.0667Gamma7.69Leverage Ratio-0.1756Theta-0.0024Rho-3.71Eff Leverage0.0121Vega