0.10Open0.03Pre Close104 Volume459 Open Interest59.00Strike Price539.00Turnover5.21%IV1.58%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1834Delta0.3516Gamma775.33Leverage Ratio-0.0056Theta0.0066Rho142.17Eff Leverage0.0381Vega