1.60Open1.60Pre Close3 Volume115 Open Interest130.00Strike Price535.00Turnover17.17%IV3.50%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry1.95Extrinsic Value100Contract SizeAmericanOptions Type0.3851Delta0.0590Gamma73.91Leverage Ratio-0.0445Theta0.0416Rho28.46Eff Leverage0.1444Vega