6.69Open7.56Pre Close749 Volume875 Open Interest170.00Strike Price535.47KTurnover73.46%IV-1.28%PremiumDec 6, 2024Expiry Date9.39Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9192Delta0.0235Gamma17.13Leverage Ratio-0.2150Theta-0.0039Rho-15.75Eff Leverage0.0131Vega