2.68Open6.10Pre Close2 Volume30 Open Interest98.00Strike Price536.00Turnover37.70%IV2.08%PremiumJan 17, 2025Expiry Date0.66Intrinsic Value100Multiplier11DDays to Expiry2.02Extrinsic Value100Contract SizeAmericanOptions Type-0.5263Delta0.0622Gamma31.66Leverage Ratio-0.1108Theta-0.0148Rho-16.66Eff Leverage0.0678Vega