6.69Open7.56Pre Close750 Volume70 Open Interest170.00Strike Price536.46KTurnover160.42%IV0.21%PremiumDec 6, 2024Expiry Date9.61Intrinsic Value100Multiplier0DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.8977Delta0.0247Gamma16.12Leverage Ratio-2.1806Theta-0.0011Rho-14.47Eff Leverage0.0080Vega