2.54Open2.50Pre Close2 Volume5 Open Interest77.50Strike Price534.00Turnover34.10%IV3.23%PremiumJan 17, 2025Expiry Date0.29Intrinsic Value100Multiplier24DDays to Expiry2.51Extrinsic Value100Contract SizeAmericanOptions Type0.5475Delta0.0581Gamma26.15Leverage Ratio-0.0613Theta0.0262Rho14.31Eff Leverage0.0792Vega