0.05Open0.10Pre Close107 Volume2.43K Open Interest5835.00Strike Price535.00Turnover209.64%IV2.68%PremiumNov 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type-0.0028Delta0.0001Gamma119916.40Leverage Ratio-30.7437Theta0.0000Rho-332.23Eff Leverage0.0024Vega