2.60Open3.60Pre Close2 Volume49 Open Interest180.00Strike Price535.00Turnover35.84%IV3.98%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry2.75Extrinsic Value100Contract SizeAmericanOptions Type0.3722Delta0.0341Gamma63.91Leverage Ratio-0.1966Theta0.0194Rho23.79Eff Leverage0.1170Vega