3.20Open2.19Pre Close1.30K Volume410 Open Interest19.00Strike Price537.91KTurnover543.85%IV9.73%PremiumDec 20, 2024Expiry Date1.78Intrinsic Value100Multiplier2DDays to Expiry2.02Extrinsic Value100Contract SizeAmericanOptions Type0.6235Delta0.0451Gamma4.95Leverage Ratio-0.8304Theta0.0005Rho3.08Eff Leverage0.0059Vega