0.50Open0.46Pre Close13 Volume40 Open Interest24.00Strike Price534.00Turnover38.64%IV1.50%PremiumOct 4, 2024Expiry Date0.04Intrinsic Value100Multiplier4DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.5510Delta0.4000Gamma53.24Leverage Ratio-0.0477Theta-0.0014Rho-29.34Eff Leverage0.0102Vega