0.10Open0.03Pre Close104 Volume459 Open Interest59.00Strike Price539.00Turnover5.14%IV1.58%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1838Delta0.3532Gamma775.33Leverage Ratio-0.0055Theta0.0067Rho142.49Eff Leverage0.0385Vega