0.53Open0.60Pre Close9 Volume119 Open Interest73.00Strike Price538.00Turnover50.19%IV3.19%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.3515Delta0.1105Gamma114.04Leverage Ratio-0.2130Theta0.0021Rho40.08Eff Leverage0.0248Vega