0.29Open0.55Pre Close17 Volume165 Open Interest46.00Strike Price538.00Turnover62.32%IV2.88%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.3056Delta0.1560Gamma104.39Leverage Ratio-0.2022Theta-0.0008Rho-31.90Eff Leverage0.0126Vega