0.18Open0.18Pre Close12 Volume110 Open Interest160.00Strike Price536.00Turnover93.00%IV7.56%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.1205Delta0.0232Gamma298.44Leverage Ratio-0.4779Theta0.0007Rho35.95Eff Leverage0.0186Vega