0.75Open2.20Pre Close7 Volume16 Open Interest41.00Strike Price535.00Turnover15.95%IV1.65%PremiumJan 17, 2025Expiry Date0.12Intrinsic Value100Multiplier5DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type0.5758Delta0.4850Gamma102.80Leverage Ratio-0.0327Theta0.0035Rho59.19Eff Leverage0.0198Vega