2.67Open1.77Pre Close2 Volume224 Open Interest55.00Strike Price534.00Turnover20.28%IV4.38%PremiumDec 20, 2024Expiry Date0.25Intrinsic Value100Multiplier22DDays to Expiry2.42Extrinsic Value100Contract SizeAmericanOptions Type0.5669Delta0.1432Gamma42.50Leverage Ratio-0.0285Theta0.0181Rho24.09Eff Leverage0.0533Vega