0.05Open0.08Pre Close106 Volume1.65K Open Interest110.00Strike Price539.00Turnover117.43%IV21.00%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0135Delta0.0023Gamma1855.73Leverage Ratio-0.0586Theta-0.0002Rho-25.07Eff Leverage0.0045Vega