0.75Open1.30Pre Close8 Volume3.01K Open Interest8.00Strike Price535.00Turnover194.47%IV0.47%PremiumOct 18, 2024Expiry Date0.56Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.7950Delta0.3824Gamma13.17Leverage Ratio-0.1473Theta0.0001Rho10.47Eff Leverage0.0011Vega