0.02Open0.02Pre Close167 Volume1.68K Open Interest32.50Strike Price538.00Turnover35.41%IV2.70%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.1015Delta0.2827Gamma1055.50Leverage Ratio-0.0300Theta0.0001Rho107.13Eff Leverage0.0031Vega