0.04Open0.04Pre Close152 Volume158 Open Interest98.00Strike Price537.00Turnover46.08%IV2.86%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0409Delta0.0577Gamma3812.00Leverage Ratio-0.1446Theta0.0000Rho155.77Eff Leverage0.0029Vega