0.49Open0.45Pre Close10 Volume355 Open Interest29.00Strike Price535.00Turnover49.66%IV3.11%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type-0.4272Delta0.2132Gamma48.77Leverage Ratio-0.0630Theta-0.0020Rho-20.83Eff Leverage0.0145Vega