0.67Open0.67Pre Close8 Volume750 Open Interest2.50Strike Price536.00Turnover354.27%IV4.69%PremiumNov 8, 2024Expiry Date0.58Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.7538Delta0.5251Gamma2.93Leverage Ratio-0.0337Theta-0.0002Rho-2.21Eff Leverage0.0005Vega