2.63Open1.99Pre Close2 Volume176 Open Interest14.50Strike Price534.00Turnover100.72%IV1.75%PremiumDec 6, 2024Expiry Date2.50Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.9607Delta0.0717Gamma4.77Leverage Ratio-0.0101Theta-0.0010Rho-4.58Eff Leverage0.0011Vega