2.68Open2.68Pre Close2 Volume0 Open Interest30.50Strike Price536.00Turnover53.57%IV0.11%PremiumNov 29, 2024Expiry Date2.65Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9541Delta0.0708Gamma10.43Leverage Ratio-0.0141Theta-0.0018Rho-9.95Eff Leverage0.0027Vega