0.35Open0.45Pre Close11 Volume400 Open Interest17.50Strike Price535.00Turnover50.64%IV0.93%PremiumSep 20, 2024Expiry Date0.34Intrinsic Value100Multiplier3DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.6616Delta0.4855Gamma34.32Leverage Ratio-0.0528Theta-0.0008Rho-22.71Eff Leverage0.0055Vega