2.67Open2.85Pre Close2 Volume109 Open Interest95.00Strike Price534.00Turnover31.17%IV1.96%PremiumJan 17, 2025Expiry Date0.82Intrinsic Value100Multiplier15DDays to Expiry1.85Extrinsic Value100Contract SizeAmericanOptions Type-0.5270Delta0.0670Gamma33.34Leverage Ratio-0.0743Theta-0.0189Rho-17.57Eff Leverage0.0764Vega