0.42Open0.86Pre Close11 Volume75 Open Interest36.00Strike Price535.00Turnover28.30%IV0.86%PremiumOct 4, 2024Expiry Date0.13Intrinsic Value100Multiplier4DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.5371Delta0.3781Gamma74.73Leverage Ratio-0.0546Theta-0.0019Rho-40.14Eff Leverage0.0148Vega