0.05Open1.67Pre Close7 Volume30 Open Interest490.00Strike Price537.00Turnover302.62%IV0.02%PremiumSep 20, 2024Expiry Date1.18Intrinsic Value100Multiplier0DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.7587Delta0.2020Gamma377.83Leverage Ratio-619.1307Theta0.0000Rho286.67Eff Leverage0.0016Vega