0.93Open1.06Pre Close6 Volume662 Open Interest5.00Strike Price535.00Turnover119.31%IV1.90%PremiumJan 17, 2025Expiry Date0.78Intrinsic Value100Multiplier12DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.7463Delta0.3493Gamma4.69Leverage Ratio-0.0117Theta-0.0012Rho-3.50Eff Leverage0.0025Vega