0.80Open0.86Pre Close7 Volume257 Open Interest6.00Strike Price537.00Turnover84.03%IV8.40%PremiumDec 20, 2024Expiry Date0.19Intrinsic Value100Multiplier31DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.6219Delta0.2471Gamma8.54Leverage Ratio-0.0098Theta0.0027Rho5.31Eff Leverage0.0070Vega