0.20Open0.20Pre Close28 Volume5.25K Open Interest9.00Strike Price535.00Turnover45.94%IV9.50%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.2722Delta0.3489Gamma55.47Leverage Ratio-0.0073Theta0.0013Rho15.10Eff Leverage0.0069Vega