5.38Open5.05Pre Close1 Volume246 Open Interest55.00Strike Price538.00Turnover67.28%IV1.50%PremiumDec 20, 2024Expiry Date4.49Intrinsic Value100Multiplier6DDays to Expiry0.89Extrinsic Value100Contract SizeAmericanOptions Type0.8253Delta0.0487Gamma11.78Leverage Ratio-0.1130Theta0.0077Rho9.72Eff Leverage0.0202Vega