5.35Open5.35Pre Close1 Volume38 Open Interest79.00Strike Price535.00Turnover105.32%IV0.21%PremiumOct 4, 2024Expiry Date5.17Intrinsic Value100Multiplier1DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.9183Delta0.0387Gamma15.81Leverage Ratio-0.4166Theta0.0014Rho14.51Eff Leverage0.0056Vega