0.04Open0.04Pre Close152 Volume158 Open Interest98.00Strike Price537.00Turnover39.15%IV2.86%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0409Delta0.0578Gamma3812.00Leverage Ratio-0.1045Theta0.0001Rho155.84Eff Leverage0.0034Vega