5.36Open8.13Pre Close1 Volume306 Open Interest330.00Strike Price536.00Turnover29.58%IV5.01%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry5.36Extrinsic Value100Contract SizeAmericanOptions Type0.3584Delta0.0156Gamma57.03Leverage Ratio-0.2052Theta0.0700Rho20.44Eff Leverage0.3024Vega