5.36Open2.60Pre Close1 Volume13 Open Interest55.00Strike Price536.00Turnover42.17%IV0.94%PremiumJan 17, 2025Expiry Date4.89Intrinsic Value100Multiplier21DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type-0.8088Delta0.0568Gamma9.45Leverage Ratio-0.0290Theta-0.0190Rho-7.65Eff Leverage0.0323Vega