2.75Open4.00Pre Close2 Volume44 Open Interest95.00Strike Price535.00Turnover42.85%IV0.37%PremiumSep 20, 2024Expiry Date2.26Intrinsic Value100Multiplier2DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.7772Delta0.1053Gamma35.67Leverage Ratio-0.2252Theta-0.0034Rho-27.72Eff Leverage0.0198Vega