0.04Open0.02Pre Close485 Volume1.74K Open Interest99.00Strike Price538.00Turnover40.34%IV9.60%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0152Delta0.0102Gamma4517.50Leverage Ratio-0.0140Theta0.0001Rho68.59Eff Leverage0.0036Vega