0.44Open0.65Pre Close16 Volume401 Open Interest33.00Strike Price535.00Turnover28.05%IV1.15%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.4863Delta0.4276Gamma94.11Leverage Ratio-0.0558Theta0.0016Rho45.76Eff Leverage0.0133Vega