0.90Open1.60Pre Close6 Volume79 Open Interest245.00Strike Price535.00Turnover22.18%IV1.49%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.3110Delta0.0777Gamma312.62Leverage Ratio-0.3429Theta0.0053Rho97.23Eff Leverage0.0724Vega