5.35Open6.10Pre Close1 Volume30 Open Interest185.00Strike Price535.00Turnover31.50%IV2.74%PremiumSep 20, 2024Expiry Date0.28Intrinsic Value100Multiplier32DDays to Expiry5.07Extrinsic Value100Contract SizeAmericanOptions Type0.5466Delta0.0227Gamma25.56Leverage Ratio-0.1202Theta0.0835Rho13.97Eff Leverage0.2191Vega