0.05Open0.70Pre Close11 Volume331 Open Interest5.00Strike Price535.00Turnover88.29%IV7.35%PremiumSep 20, 2024Expiry Date0.17Intrinsic Value100Multiplier21DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.6094Delta0.3520Gamma9.85Leverage Ratio-0.0105Theta0.0015Rho6.00Eff Leverage0.0047Vega