6.69Open7.56Pre Close750 Volume875 Open Interest170.00Strike Price536.46KTurnover61.70%IV0.07%PremiumDec 6, 2024Expiry Date9.83Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.9623Delta0.0162Gamma16.43Leverage Ratio-0.0650Theta-0.0033Rho-15.81Eff Leverage0.0070Vega