1.07Open1.40Pre Close5 Volume1.01K Open Interest20.00Strike Price535.00Turnover56.82%IV0.91%PremiumJan 17, 2025Expiry Date0.88Intrinsic Value100Multiplier22DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.6518Delta0.1269Gamma17.40Leverage Ratio-0.0261Theta0.0072Rho11.34Eff Leverage0.0190Vega