2.80Open2.60Pre Close2 Volume335 Open Interest340.00Strike Price535.00Turnover30.48%IV8.11%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry2.55Extrinsic Value100Contract SizeAmericanOptions Type-0.1484Delta0.0079Gamma157.96Leverage Ratio-0.1299Theta-0.0347Rho-23.45Eff Leverage0.2219Vega