2.63Open1.99Pre Close2 Volume176 Open Interest14.50Strike Price534.00Turnover125.69%IV0.63%PremiumDec 6, 2024Expiry Date2.64Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.9311Delta0.0867Gamma4.54Leverage Ratio-0.0217Theta-0.0012Rho-4.22Eff Leverage0.0016Vega