0.44Open0.65Pre Close16 Volume401 Open Interest33.00Strike Price535.00Turnover27.52%IV1.15%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.4865Delta0.4279Gamma94.11Leverage Ratio-0.0536Theta0.0017Rho45.78Eff Leverage0.0135Vega