0.55Open0.50Pre Close8 Volume734 Open Interest20.00Strike Price536.00Turnover38.49%IV2.35%PremiumSep 20, 2024Expiry Date0.21Intrinsic Value100Multiplier7DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.5620Delta0.3668Gamma36.74Leverage Ratio-0.0327Theta0.0021Rho20.65Eff Leverage0.0110Vega