0.75Open0.70Pre Close7 Volume327 Open Interest6.00Strike Price535.00Turnover76.41%IV6.92%PremiumOct 18, 2024Expiry Date0.36Intrinsic Value100Multiplier20DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.6669Delta0.3217Gamma9.78Leverage Ratio-0.0110Theta0.0019Rho6.53Eff Leverage0.0054Vega