1.50Open1.68Pre Close3 Volume44 Open Interest8.00Strike Price535.00Turnover251.99%IV5.85%PremiumDec 6, 2024Expiry Date1.68Intrinsic Value100Multiplier4DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.7773Delta0.1789Gamma3.28Leverage Ratio-0.0617Theta-0.0007Rho-2.55Eff Leverage0.0020Vega