5.36Open5.89Pre Close1 Volume464 Open Interest28.00Strike Price536.00Turnover49.64%IV-0.36%PremiumJan 17, 2025Expiry Date5.48Intrinsic Value100Multiplier24DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9306Delta0.0311Gamma5.87Leverage Ratio-0.0147Theta0.0170Rho5.47Eff Leverage0.0115Vega