2.60Open3.60Pre Close2 Volume47 Open Interest180.00Strike Price535.00Turnover40.07%IV3.98%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry2.75Extrinsic Value100Contract SizeAmericanOptions Type0.3961Delta0.0294Gamma49.86Leverage Ratio-0.2115Theta0.0228Rho19.75Eff Leverage0.1258Vega