2.69Open3.45Pre Close2 Volume180 Open Interest150.00Strike Price536.00Turnover31.77%IV0.72%PremiumDec 27, 2024Expiry Date1.60Intrinsic Value100Multiplier2DDays to Expiry1.07Extrinsic Value100Contract SizeAmericanOptions Type-0.6708Delta0.1054Gamma64.38Leverage Ratio-0.3482Theta-0.0049Rho-43.18Eff Leverage0.0392Vega