6.69Open7.56Pre Close750 Volume70 Open Interest170.00Strike Price536.46KTurnover149.91%IV0.21%PremiumDec 6, 2024Expiry Date9.61Intrinsic Value100Multiplier0DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.8975Delta0.0247Gamma16.12Leverage Ratio-1.9031Theta-0.0013Rho-14.47Eff Leverage0.0086Vega