0.16Open0.30Pre Close35 Volume376 Open Interest52.50Strike Price535.00Turnover30.64%IV10.89%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0697Delta0.0284Gamma391.67Leverage Ratio-0.0120Theta-0.0026Rho-27.30Eff Leverage0.0205Vega