15.92Open14.07Pre Close304 Volume10.28K Open Interest121.00Strike Price538.31KTurnover73.52%IV0.09%PremiumOct 18, 2024Expiry Date17.07Intrinsic Value100Multiplier4DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.9609Delta0.0080Gamma7.98Leverage Ratio-0.1110Theta0.0126Rho7.67Eff Leverage0.0122Vega