2.50Open2.95Pre Close2 Volume54 Open Interest89.00Strike Price538.00Turnover17.91%IV0.97%PremiumJan 17, 2025Expiry Date2.00Intrinsic Value100Multiplier21DDays to Expiry0.88Extrinsic Value100Contract SizeAmericanOptions Type0.7226Delta0.0844Gamma31.11Leverage Ratio-0.0385Theta0.0373Rho22.48Eff Leverage0.0742Vega