5.35Open5.20Pre Close1 Volume7.14K Open Interest47.00Strike Price535.00Turnover177.30%IV3.70%PremiumNov 1, 2024Expiry Date3.75Intrinsic Value100Multiplier2DDays to Expiry1.60Extrinsic Value100Contract SizeAmericanOptions Type-0.7117Delta0.0577Gamma9.01Leverage Ratio-0.4915Theta-0.0020Rho-6.41Eff Leverage0.0114Vega