0.77Open0.70Pre Close7 Volume63 Open Interest34.50Strike Price539.00Turnover185.39%IV11.19%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type0.3029Delta0.0789Gamma48.06Leverage Ratio-0.4100Theta0.0005Rho14.56Eff Leverage0.0083Vega