0.05Open0.02Pre Close131 Volume308 Open Interest41.00Strike Price537.00Turnover106.05%IV4.10%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0300Delta0.0782Gamma3939.50Leverage Ratio-0.1739Theta0.0000Rho118.02Eff Leverage0.0006Vega