0.05Open0.02Pre Close33 Volume79 Open Interest16.00Strike Price535.00Turnover99.26%IV7.84%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1721Delta0.2273Gamma149.30Leverage Ratio-0.0660Theta0.0001Rho25.69Eff Leverage0.0029Vega