5.35Open4.85Pre Close1 Volume25 Open Interest35.00Strike Price535.00Turnover86.62%IV0.98%PremiumOct 11, 2024Expiry Date4.96Intrinsic Value100Multiplier3DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.9481Delta0.0317Gamma7.91Leverage Ratio-0.0492Theta0.0031Rho7.50Eff Leverage0.0041Vega