0.09Open0.06Pre Close37 Volume75 Open Interest9.00Strike Price533.00Turnover60.33%IV1.12%PremiumJan 10, 2025Expiry Date0.09Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.6094Delta1.2790Gamma52.41Leverage Ratio-0.0686Theta-0.0002Rho-31.94Eff Leverage0.0019Vega