2.60Open3.60Pre Close2 Volume47 Open Interest180.00Strike Price535.00Turnover40.00%IV3.98%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry2.75Extrinsic Value100Contract SizeAmericanOptions Type0.3961Delta0.0294Gamma49.86Leverage Ratio-0.2108Theta0.0229Rho19.75Eff Leverage0.1261Vega