0.50Open0.30Pre Close11 Volume249 Open Interest17.50Strike Price537.00Turnover62.47%IV2.92%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.5167Delta0.2899Gamma31.80Leverage Ratio-0.0508Theta0.0013Rho16.43Eff Leverage0.0088Vega