2.69Open1.50Pre Close2 Volume11 Open Interest115.00Strike Price538.00Turnover19.57%IV1.08%PremiumJan 17, 2025Expiry Date1.43Intrinsic Value100Multiplier23DDays to Expiry1.26Extrinsic Value100Contract SizeAmericanOptions Type0.6293Delta0.0652Gamma35.55Leverage Ratio-0.0552Theta0.0452Rho22.37Eff Leverage0.1118Vega