2.60Open3.60Pre Close2 Volume47 Open Interest180.00Strike Price535.00Turnover38.31%IV3.98%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry2.75Extrinsic Value100Contract SizeAmericanOptions Type0.3965Delta0.0295Gamma49.86Leverage Ratio-0.1942Theta0.0249Rho19.77Eff Leverage0.1314Vega