1.31Open2.20Pre Close4 Volume1 Open Interest86.00Strike Price536.00Turnover18.33%IV1.38%PremiumOct 18, 2024Expiry Date0.18Intrinsic Value100Multiplier11DDays to Expiry1.19Extrinsic Value100Contract SizeAmericanOptions Type0.5506Delta0.1416Gamma67.59Leverage Ratio-0.0556Theta0.0145Rho37.22Eff Leverage0.0604Vega