0.50Open0.46Pre Close13 Volume40 Open Interest24.00Strike Price534.00Turnover39.27%IV1.63%PremiumOct 4, 2024Expiry Date0.01Intrinsic Value100Multiplier4DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.5452Delta0.3938Gamma59.98Leverage Ratio-0.0486Theta-0.0014Rho-32.70Eff Leverage0.0102Vega