5.35Open5.20Pre Close1 Volume7.14K Open Interest47.00Strike Price535.00Turnover105.07%IV3.52%PremiumNov 1, 2024Expiry Date3.83Intrinsic Value100Multiplier2DDays to Expiry1.52Extrinsic Value100Contract SizeAmericanOptions Type-0.8377Delta0.0701Gamma8.90Leverage Ratio-0.1852Theta-0.0021Rho-7.46Eff Leverage0.0082Vega