0.04Open0.04Pre Close152 Volume158 Open Interest98.00Strike Price537.00Turnover30.68%IV2.86%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0409Delta0.0579Gamma3812.00Leverage Ratio-0.0645Theta0.0001Rho156.02Eff Leverage0.0043Vega