2.65Open5.20Pre Close2 Volume5 Open Interest32.00Strike Price535.00Turnover87.15%IV8.84%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry2.70Extrinsic Value100Contract SizeAmericanOptions Type-0.4439Delta0.0559Gamma11.90Leverage Ratio-0.0588Theta-0.0098Rho-5.28Eff Leverage0.0321Vega