0.26Open0.04Pre Close48 Volume223 Open Interest43.50Strike Price538.00Turnover38.70%IV3.31%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0556Delta0.1316Gamma1685.00Leverage Ratio-0.0461Theta0.0001Rho93.69Eff Leverage0.0025Vega