5.35Open6.60Pre Close1 Volume1.09K Open Interest49.00Strike Price535.00Turnover66.32%IV0.30%PremiumDec 20, 2024Expiry Date5.19Intrinsic Value100Multiplier4DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.9335Delta0.0346Gamma10.18Leverage Ratio-0.0613Theta0.0049Rho9.50Eff Leverage0.0073Vega