0.40Open0.51Pre Close3.59K Volume1.62K Open Interest68.00Strike Price534.91KTurnover46.12%IV0.67%PremiumDec 6, 2024Expiry Date2.03Intrinsic Value100Multiplier2DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type-0.8169Delta0.1234Gamma29.58Leverage Ratio-0.1465Theta-0.0025Rho-24.17Eff Leverage0.0124Vega