5.35Open5.35Pre Close1 Volume0 Open Interest47.50Strike Price535.00Turnover63.30%IV1.81%PremiumDec 13, 2024Expiry Date4.41Intrinsic Value100Multiplier2DDays to Expiry0.94Extrinsic Value100Contract SizeAmericanOptions Type0.9473Delta0.0423Gamma11.22Leverage Ratio-0.0528Theta0.0027Rho10.63Eff Leverage0.0043Vega