0.49Open0.53Pre Close9 Volume512 Open Interest180.00Strike Price538.00Turnover26.00%IV6.61%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.1358Delta0.0244Gamma270.93Leverage Ratio-0.0669Theta0.0092Rho36.79Eff Leverage0.0749Vega