0.35Open0.43Pre Close21 Volume4.28K Open Interest32.50Strike Price535.00Turnover91.28%IV19.09%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.1641Delta0.0573Gamma78.57Leverage Ratio-0.0498Theta0.0012Rho12.90Eff Leverage0.0117Vega