0.60Open0.85Pre Close6 Volume12 Open Interest41.00Strike Price535.00Turnover58.57%IV1.22%PremiumDec 13, 2024Expiry Date0.89Intrinsic Value100Multiplier1DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type0.7642Delta0.2398Gamma38.97Leverage Ratio-0.2040Theta0.0008Rho29.78Eff Leverage0.0068Vega