0.05Open0.10Pre Close107 Volume2.43K Open Interest5835.00Strike Price535.00Turnover154.76%IV2.68%PremiumNov 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type-0.0028Delta0.0001Gamma119909.40Leverage Ratio-17.1771Theta0.0000Rho-336.57Eff Leverage0.0033Vega