5.35Open5.00Pre Close1 Volume905 Open Interest52.50Strike Price535.00Turnover61.76%IV4.38%PremiumAug 16, 2024Expiry Date2.92Intrinsic Value100Multiplier25DDays to Expiry2.43Extrinsic Value100Contract SizeAmericanOptions Type0.6690Delta0.0404Gamma10.56Leverage Ratio-0.0700Theta0.0219Rho7.06Eff Leverage0.0527Vega