0.05Open0.10Pre Close107 Volume2.43K Open Interest5835.00Strike Price535.00Turnover176.92%IV2.70%PremiumNov 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type-0.0028Delta0.0001Gamma119937.20Leverage Ratio-22.9626Theta0.0000Rho-340.62Eff Leverage0.0029Vega