2.69Open3.45Pre Close2 Volume180 Open Interest150.00Strike Price536.00Turnover36.73%IV0.72%PremiumDec 27, 2024Expiry Date1.60Intrinsic Value100Multiplier1DDays to Expiry1.07Extrinsic Value100Contract SizeAmericanOptions Type-0.6722Delta0.1055Gamma64.38Leverage Ratio-0.4944Theta-0.0037Rho-43.28Eff Leverage0.0337Vega